HSBC Call 80 NDA 17.12.2025
/ DE000HS2SWA2
HSBC Call 80 NDA 17.12.2025/ DE000HS2SWA2 /
| 2024-06-24 11:06:47 AM |
Chg.+0.04 |
Bid11:44:32 AM |
Ask11:44:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
+3.70% |
1.12
Bid Size: 25,000 |
1.15
Ask Size: 25,000 |
AURUBIS AG |
80.00 EUR |
2025-12-17 |
Call |
Master data
| WKN: |
HS2SWA |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
2025-12-17 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2025-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.32 |
| Parity: |
-0.54 |
| Time value: |
1.13 |
| Break-even: |
91.30 |
| Moneyness: |
0.93 |
| Premium: |
0.22 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
4.63% |
| Delta: |
0.56 |
| Theta: |
-0.01 |
| Omega: |
3.72 |
| Rho: |
0.45 |
Quote data
| Open: |
1.07 |
| High: |
1.12 |
| Low: |
1.07 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.44% |
| 1 Month |
|
|
-2.61% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
-5.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
0.90 |
| 1M High / 1M Low: |
1.26 |
0.85 |
| 6M High / 6M Low: |
1.46 |
0.34 |
| High (YTD): |
2024-05-20 |
1.46 |
| Low (YTD): |
2024-03-05 |
0.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
1,438.10 |
| Avg. price 6M: |
|
0.82 |
| Avg. volume 6M: |
|
566.13 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.75% |
| Volatility 6M: |
|
127.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
