HSBC WAR. CALL 01/27 INL/ DE000HS2RBN1 /
| 6/7/2024 9:36:32 PM | Chg.+0.0100 | Bid9:58:58 PM | Ask9:58:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3100EUR | +3.33% | 0.3100 Bid Size: 100,000 |
0.3200 Ask Size: 100,000 |
Intel Corporation | 55.00 USD | 1/15/2027 | Call |
Master data
| WKN: | HS2RBN |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Intel Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 USD |
| Maturity: | 1/15/2027 |
| Issue date: | 10/31/2023 |
| Last trading day: | 1/14/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.21 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.35 |
| Parity: | -2.26 |
| Time value: | 0.31 |
| Break-even: | 53.60 |
| Moneyness: | 0.55 |
| Premium: | 0.92 |
| Premium p.a.: | 0.28 |
| Spread abs.: | 0.01 |
| Spread %: | 3.33% |
| Delta: | 0.34 |
| Theta: | 0.00 |
| Omega: | 3.09 |
| Rho: | 0.17 |
Quote data
| Open: | 0.3000 |
|---|---|
| High: | 0.3100 |
| Low: | 0.2900 |
| Previous Close: | 0.3000 |
| Turnover: | 119.7700 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.33% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | -65.93% | ||
| YTD | -74.17% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3100 | 0.2900 |
|---|---|---|
| 1M High / 1M Low: | 0.3400 | 0.2900 |
| 6M High / 6M Low: | 1.2000 | 0.2900 |
| High (YTD): | 1/25/2024 | 1.1600 |
| Low (YTD): | 6/4/2024 | 0.2900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3000 | |
| Avg. volume 1W: | 1,270.8000 | |
| Avg. price 1M: | 0.3065 | |
| Avg. volume 1M: | 276.2609 | |
| Avg. price 6M: | 0.7165 | |
| Avg. volume 6M: | 66.0320 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 61.34% | |
| Volatility 6M: | 98.45% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
