HSBC WAR. CALL 12/27 BMW/ DE000HS0J9N6 /
| 23/07/2024 13:37:13 | Chg.0.0000 | Bid15:21:10 | Ask15:21:10 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1330EUR | 0.00% | 0.1190 Bid Size: 100,000 |
0.1490 Ask Size: 100,000 |
BAY.MOTOREN WERKE AG... | 175.00 - | 15/12/2027 | Call |
Master data
| WKN: | HS0J9N |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | BAY.MOTOREN WERKE AG ST |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 175.00 - |
| Maturity: | 15/12/2027 |
| Issue date: | 15/06/2023 |
| Last trading day: | 14/12/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 55.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.23 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.22 |
| Parity: | -8.41 |
| Time value: | 0.17 |
| Break-even: | 176.65 |
| Moneyness: | 0.52 |
| Premium: | 0.94 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.05 |
| Spread %: | 41.03% |
| Delta: | 0.11 |
| Theta: | 0.00 |
| Omega: | 6.28 |
| Rho: | 0.30 |
Quote data
| Open: | 0.1330 |
|---|---|
| High: | 0.1330 |
| Low: | 0.1330 |
| Previous Close: | 0.1330 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.75% | ||
|---|---|---|---|
| 1 Month | +15.65% | ||
| 3 Months | -48.85% | ||
| YTD | -48.85% | ||
| 1 Year | -75.37% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1340 | 0.1330 |
|---|---|---|
| 1M High / 1M Low: | 0.1360 | 0.1150 |
| 6M High / 6M Low: | 0.3800 | 0.1150 |
| High (YTD): | 04/04/2024 | 0.3800 |
| Low (YTD): | 28/06/2024 | 0.1150 |
| 52W High: | 31/07/2023 | 0.6000 |
| 52W Low: | 28/06/2024 | 0.1150 |
| Avg. price 1W: | 0.1332 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1278 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2106 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2525 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 48.97% | |
| Volatility 6M: | 92.18% | |
| Volatility 1Y: | 90.02% | |
| Volatility 3Y: | - |
