HSBC WAR. CALL 06/25 BNR/  DE000HS0J9R7  /

gettex Zettex2
2024-06-14  9:35:26 PM Chg.-0.0200 Bid9:59:11 PM Ask9:59:11 PM Underlying Strike price Expiration date Option type
0.2300EUR -8.00% 0.1950
Bid Size: 10,000
0.2500
Ask Size: 10,000
BRENNTAG SE NA O.N. 80.00 - 2025-06-18 Call
 

Master data

WKN: HS0J9R
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2025-06-18
Issue date: 2023-06-15
Last trading day: 2025-06-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 26.00
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -1.50
Time value: 0.25
Break-even: 82.50
Moneyness: 0.81
Premium: 0.27
Premium p.a.: 0.27
Spread abs.: 0.06
Spread %: 28.21%
Delta: 0.28
Theta: -0.01
Omega: 7.37
Rho: 0.16
 

Quote data

Open: 0.2500
High: 0.2500
Low: 0.2300
Previous Close: 0.2500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -41.03%
3 Months
  -72.62%
YTD
  -80.67%
1 Year
  -76.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.2500 0.2300
1M High / 1M Low: 0.3900 0.2300
6M High / 6M Low: 1.3700 0.2300
High (YTD): 2024-03-01 1.3700
Low (YTD): 2024-06-14 0.2300
52W High: 2024-03-01 1.3700
52W Low: 2024-06-14 0.2300
Avg. price 1W:   0.2380
Avg. volume 1W:   0.0000
Avg. price 1M:   0.2652
Avg. volume 1M:   0.0000
Avg. price 6M:   0.8014
Avg. volume 6M:   0.0000
Avg. price 1Y:   0.8259
Avg. volume 1Y:   0.0000
Volatility 1M:   71.49%
Volatility 6M:   96.75%
Volatility 1Y:   87.22%
Volatility 3Y:   -