HSBC Call 40 EBA 20.12.2024/  DE000HS2R820  /

EUWAX
2024-06-14  8:18:17 AM Chg.- Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
1.39EUR - -
Bid Size: -
-
Ask Size: -
EBAY INC. DL... 40.00 - 2024-12-20 Call
 

Master data

WKN: HS2R82
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-12-20
Issue date: 2023-10-31
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.67
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 1.06
Implied volatility: 0.53
Historic volatility: 0.24
Parity: 1.06
Time value: 0.32
Break-even: 53.80
Moneyness: 1.27
Premium: 0.06
Premium p.a.: 0.13
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.81
Theta: -0.02
Omega: 2.96
Rho: 0.13
 

Quote data

Open: 1.39
High: 1.39
Low: 1.39
Previous Close: 1.36
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+6.92%
3 Months  
+8.59%
YTD  
+104.41%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.43 1.21
6M High / 6M Low: 1.43 0.48
High (YTD): 2024-06-03 1.43
Low (YTD): 2024-01-16 0.48
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.34
Avg. volume 1M:   0.00
Avg. price 6M:   0.99
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.55%
Volatility 6M:   98.80%
Volatility 1Y:   -
Volatility 3Y:   -