HSBC WAR. CALL 06/25 BNR/ DE000HS2SPM1 /
| 2024-05-22 9:36:12 AM | Chg.-0.0400 | Bid11:20:50 AM | Ask11:20:50 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8600EUR | -4.44% | 0.8000 Bid Size: 25,000 |
0.8400 Ask Size: 25,000 |
BRENNTAG SE NA O.N. | 65.00 EUR | 2025-06-18 | Call |
Master data
| WKN: | HS2SPM |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 EUR |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-11-02 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.91 |
|---|---|
| Intrinsic value: | 0.40 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.19 |
| Parity: | 0.40 |
| Time value: | 0.52 |
| Break-even: | 74.20 |
| Moneyness: | 1.06 |
| Premium: | 0.08 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.06 |
| Spread %: | 6.98% |
| Delta: | 0.73 |
| Theta: | -0.01 |
| Omega: | 5.45 |
| Rho: | 0.44 |
Quote data
| Open: | 0.9000 |
|---|---|
| High: | 0.9000 |
| Low: | 0.8600 |
| Previous Close: | 0.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.63% | ||
|---|---|---|---|
| 1 Month | -39.01% | ||
| 3 Months | -60.37% | ||
| YTD | -61.09% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0700 | 0.9000 |
|---|---|---|
| 1M High / 1M Low: | 1.6500 | 0.9000 |
| 6M High / 6M Low: | 2.4400 | 0.9000 |
| High (YTD): | 2024-03-01 | 2.4400 |
| Low (YTD): | 2024-05-21 | 0.9000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3576 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8298 | |
| Avg. volume 6M: | .0565 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 125.07% | |
| Volatility 6M: | 71.42% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
