HSBC WAR. CALL 12/27 IFX/ DE000HS2SV78 /
| 7/9/2024 9:36:07 AM | Chg.0.0000 | Bid9:48:00 AM | Ask9:48:00 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1900EUR | 0.00% | 1.1500 Bid Size: 100,000 |
1.1800 Ask Size: 100,000 |
INFINEON TECH.AG NA ... | 32.00 EUR | 12/15/2027 | Call |
Master data
| WKN: | HS2SV7 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | INFINEON TECH.AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 32.00 EUR |
| Maturity: | 12/15/2027 |
| Issue date: | 11/2/2023 |
| Last trading day: | 12/14/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.26 |
|---|---|
| Intrinsic value: | 0.38 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.36 |
| Parity: | 0.38 |
| Time value: | 0.82 |
| Break-even: | 44.00 |
| Moneyness: | 1.12 |
| Premium: | 0.23 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.04 |
| Spread %: | 3.45% |
| Delta: | 0.76 |
| Theta: | 0.00 |
| Omega: | 2.25 |
| Rho: | 0.52 |
Quote data
| Open: | 1.1900 |
|---|---|
| High: | 1.1900 |
| Low: | 1.1900 |
| Previous Close: | 1.1900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.22% | ||
|---|---|---|---|
| 1 Month | -13.14% | ||
| 3 Months | +17.82% | ||
| YTD | -11.85% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1900 | 1.0700 |
|---|---|---|
| 1M High / 1M Low: | 1.4000 | 1.0600 |
| 6M High / 6M Low: | 1.4000 | 0.7800 |
| High (YTD): | 6/12/2024 | 1.4000 |
| Low (YTD): | 4/23/2024 | 0.7800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1781 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0760 | |
| Avg. volume 6M: | 6.6929 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 55.68% | |
| Volatility 6M: | 83.94% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
