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HSBC Call 70 BNR 18.06.2025/  DE000HS0J9P1  /

EUWAX
2024-06-18  11:07:51 AM Chg.+0.020 Bid11:07:59 AM Ask11:07:59 AM Underlying Strike price Expiration date Option type
0.450EUR +4.65% 0.460
Bid Size: 25,000		 0.500
Ask Size: 25,000		 BRENNTAG SE NA O.N. 70.00 - 2025-06-18 Call
 

Master data

WKN: HS0J9P
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2025-06-18
Issue date: 2023-06-15
Last trading day: 2025-06-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.92
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.19
Parity: -0.54
Time value: 0.50
Break-even: 75.00
Moneyness: 0.92
Premium: 0.16
Premium p.a.: 0.16
Spread abs.: 0.06
Spread %: 13.64%
Delta: 0.47
Theta: -0.01
Omega: 6.14
Rho: 0.26
 

Quote data

Open: 0.440
High: 0.450
Low: 0.440
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -29.69%
3 Months
  -65.91%
YTD
  -75.41%
1 Year
  -68.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.430
1M High / 1M Low: 0.620 0.430
6M High / 6M Low: 2.010 0.430
High (YTD): 2024-03-01 2.010
Low (YTD): 2024-06-17 0.430
52W High: 2024-03-01 2.010
52W Low: 2024-06-17 0.430
Avg. price 1W:   0.478
Avg. volume 1W:   0.000
Avg. price 1M:   0.492
Avg. volume 1M:   0.000
Avg. price 6M:   1.294
Avg. volume 6M:   0.000
Avg. price 1Y:   1.268
Avg. volume 1Y:   27.451
Volatility 1M:   105.22%
Volatility 6M:   90.20%
Volatility 1Y:   80.39%
Volatility 3Y:   -