HSBC WAR. CALL 12/27 IFX/ DE000HS2SV78 /
| 02/08/2024 11:37:01 | Chg.-0.0500 | Bid13:31:39 | Ask13:31:39 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7500EUR | -6.25% | 0.7100 Bid Size: 100,000 |
0.7400 Ask Size: 100,000 |
INFINEON TECH.AG NA ... | 32.00 EUR | 15/12/2027 | 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: | 15/12/2027 |
| Issue date: | 02/11/2023 |
| Last trading day: | 14/12/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.92 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.36 |
| Parity: | -0.09 |
| Time value: | 0.80 |
| Break-even: | 40.00 |
| Moneyness: | 0.97 |
| Premium: | 0.29 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.04 |
| Spread %: | 5.26% |
| Delta: | 0.67 |
| Theta: | 0.00 |
| Omega: | 2.61 |
| Rho: | 0.44 |
Quote data
| Open: | 0.7400 |
|---|---|
| High: | 0.7500 |
| Low: | 0.7400 |
| Previous Close: | 0.8000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.41% | ||
|---|---|---|---|
| 1 Month | -29.91% | ||
| 3 Months | -16.67% | ||
| YTD | -44.44% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8800 | 0.8000 |
|---|---|---|
| 1M High / 1M Low: | 1.1900 | 0.8000 |
| 6M High / 6M Low: | 1.4000 | 0.7800 |
| High (YTD): | 12/06/2024 | 1.4000 |
| Low (YTD): | 23/04/2024 | 0.7800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0322 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0646 | |
| Avg. volume 6M: | 6.6929 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 79.70% | |
| Volatility 6M: | 87.52% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
