HSBC WAR. CALL 01/27 INL/ DE000HS2RBL5 /
| 13/06/2024 21:35:55 | Chg.0.0000 | Bid21:59:41 | Ask21:59:41 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4500EUR | 0.00% | 0.4400 Bid Size: 100,000 |
0.4500 Ask Size: 100,000 |
Intel Corporation | 45.00 USD | 15/01/2027 | Call |
Master data
| WKN: | HS2RBL |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Intel Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 USD |
| Maturity: | 15/01/2027 |
| Issue date: | 31/10/2023 |
| Last trading day: | 14/01/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.35 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.35 |
| Parity: | -1.32 |
| Time value: | 0.46 |
| Break-even: | 46.22 |
| Moneyness: | 0.68 |
| Premium: | 0.62 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.01 |
| Spread %: | 2.22% |
| Delta: | 0.46 |
| Theta: | 0.00 |
| Omega: | 2.83 |
| Rho: | 0.22 |
Quote data
| Open: | 0.4500 |
|---|---|
| High: | 0.4500 |
| Low: | 0.4500 |
| Previous Close: | 0.4500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.27% | ||
|---|---|---|---|
| 1 Month | +4.65% | ||
| 3 Months | -60.53% | ||
| YTD | -71.70% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4600 | 0.4400 |
|---|---|---|
| 1M High / 1M Low: | 0.4800 | 0.4200 |
| 6M High / 6M Low: | 1.5900 | 0.4200 |
| High (YTD): | 25/01/2024 | 1.5300 |
| Low (YTD): | 04/06/2024 | 0.4200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4461 | |
| Avg. volume 1M: | 224.3478 | |
| Avg. price 6M: | 0.9525 | |
| Avg. volume 6M: | 267.0480 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 59.12% | |
| Volatility 6M: | 88.91% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
