HSBC Call 90 MOR 17.12.2025/  DE000HS67ZS0  /

EUWAX
2024-05-21  8:29:55 AM Chg.- Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
2.20EUR - -
Bid Size: -
-
Ask Size: -
MORPHOSYS AG O.N. 90.00 - 2025-12-17 Call
 

Master data

WKN: HS67ZS
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: MORPHOSYS AG O.N.
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2025-12-17
Issue date: 2024-04-25
Last trading day: 2024-05-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.13
Leverage: Yes

Calculated values

Fair value: 2.14
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.79
Parity: -2.14
Time value: 2.19
Break-even: 111.90
Moneyness: 0.76
Premium: 0.63
Premium p.a.: 0.37
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.61
Theta: -0.03
Omega: 1.92
Rho: 0.31
 

Quote data

Open: 2.20
High: 2.20
Low: 2.20
Previous Close: 2.20
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+1.38%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.29 2.17
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   2.20
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   31.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -