HSBC WAR. CALL 06/24 ABL/ DE000HS2R1Z5 /
| 2024-05-07 9:35:35 AM | Chg.- | Bid10:44:21 AM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4900EUR | - | - Bid Size: 100,000 |
- Ask Size: - |
ABBOTT LABS | 90.00 - | 2024-06-21 | Call |
Master data
| WKN: | HS2R1Z |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | ABBOTT LABS |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-10-31 |
| Last trading day: | 2024-05-07 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.93 |
|---|---|
| Intrinsic value: | 0.88 |
| Implied volatility: | 0.74 |
| Historic volatility: | 0.16 |
| Parity: | 0.88 |
| Time value: | 0.61 |
| Break-even: | 104.90 |
| Moneyness: | 1.10 |
| Premium: | 0.06 |
| Premium p.a.: | 0.65 |
| Spread abs.: | -0.01 |
| Spread %: | -0.67% |
| Delta: | 0.69 |
| Theta: | -0.11 |
| Omega: | 4.60 |
| Rho: | 0.06 |
Quote data
| Open: | 1.4900 |
|---|---|
| High: | 1.4900 |
| Low: | 1.4900 |
| Previous Close: | 1.4800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.25% | ||
|---|---|---|---|
| 1 Month | -28.71% | ||
| 3 Months | -30.05% | ||
| YTD | -25.13% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.5400 | 1.4800 |
|---|---|---|
| 1M High / 1M Low: | 2.0900 | 1.4800 |
| 6M High / 6M Low: | 2.9300 | 1.0000 |
| High (YTD): | 2024-03-08 | 2.9300 |
| Low (YTD): | 2024-05-06 | 1.4800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5125 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.7160 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.0464 | |
| Avg. volume 6M: | .1220 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 96.91% | |
| Volatility 6M: | 75.85% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
