HSBC WAR. CALL 06/26 NDA/ DE000HS6GLU9 /
9/24/2024 9:35:53 PM | Chg.-0.1000 | Bid9:58:50 PM | Ask9:58:50 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4400EUR | -18.52% | 0.4400 Bid Size: 10,000 |
0.4900 Ask Size: 10,000 |
AURUBIS AG | 80.00 EUR | 6/17/2026 | Call |
Master data
WKN: | HS6GLU |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | AURUBIS AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 80.00 EUR |
Maturity: | 6/17/2026 |
Issue date: | 5/13/2024 |
Last trading day: | 6/16/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 11.67 |
Leverage: | Yes |
Calculated values
Fair value: | 0.69 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.29 |
Historic volatility: | 0.34 |
Parity: | -1.70 |
Time value: | 0.54 |
Break-even: | 85.40 |
Moneyness: | 0.79 |
Premium: | 0.36 |
Premium p.a.: | 0.19 |
Spread abs.: | 0.05 |
Spread %: | 10.20% |
Delta: | 0.39 |
Theta: | -0.01 |
Omega: | 4.54 |
Rho: | 0.33 |
Quote data
Open: | 0.4700 |
---|---|
High: | 0.4700 |
Low: | 0.4400 |
Previous Close: | 0.5400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -49.43% | ||
---|---|---|---|
1 Month | -43.59% | ||
3 Months | -68.57% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.9300 | 0.4400 |
---|---|---|
1M High / 1M Low: | 0.9300 | 0.4400 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.7220 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7455 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 159.30% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |