HSBC WAR. CALL 06/25 BNR/ DE000HS0J9Q9 /
2024-06-21 9:35:49 PM | Chg.-0.0100 | Bid9:58:33 PM | Ask9:58:33 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3100EUR | -3.13% | 0.2800 Bid Size: 10,000 |
0.3300 Ask Size: 10,000 |
BRENNTAG SE NA O.N. | 75.00 - | 2025-06-18 | Call |
Master data
WKN: | HS0J9Q |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | BRENNTAG SE NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 75.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2023-06-15 |
Last trading day: | 2025-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 19.48 |
Leverage: | Yes |
Calculated values
Fair value: | 0.20 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.24 |
Historic volatility: | 0.19 |
Parity: | -1.07 |
Time value: | 0.33 |
Break-even: | 78.30 |
Moneyness: | 0.86 |
Premium: | 0.22 |
Premium p.a.: | 0.22 |
Spread abs.: | 0.05 |
Spread %: | 17.86% |
Delta: | 0.36 |
Theta: | -0.01 |
Omega: | 6.93 |
Rho: | 0.19 |
Quote data
Open: | 0.3200 |
---|---|
High: | 0.3200 |
Low: | 0.3100 |
Previous Close: | 0.3200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -6.06% | ||
---|---|---|---|
1 Month | -24.39% | ||
3 Months | -72.07% | ||
YTD | -79.33% | ||
1 Year | -72.81% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3300 | 0.3100 |
---|---|---|
1M High / 1M Low: | 0.4100 | 0.3100 |
6M High / 6M Low: | 1.7000 | 0.3100 |
High (YTD): | 2024-03-01 | 1.7000 |
Low (YTD): | 2024-06-21 | 0.3100 |
52W High: | 2024-03-01 | 1.7000 |
52W Low: | 2024-06-21 | 0.3100 |
Avg. price 1W: | 0.3220 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3474 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.9989 | |
Avg. volume 6M: | 24 | |
Avg. price 1Y: | 1.0335 | |
Avg. volume 1Y: | 37.0625 | |
Volatility 1M: | 59.71% | |
Volatility 6M: | 91.09% | |
Volatility 1Y: | 81.41% | |
Volatility 3Y: | - |