HSBC WAR. CALL 06/25 BNR/ DE000HS2SPM1 /
| 20/09/2024 21:37:31 | Chg.-0.1800 | Bid21:58:18 | Ask21:58:18 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4300EUR | -29.51% | 0.3900 Bid Size: 10,000 |
0.4400 Ask Size: 10,000 |
BRENNTAG SE NA O.N. | 65.00 EUR | 18/06/2025 | 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: | 18/06/2025 |
| Issue date: | 02/11/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.53 |
|---|---|
| Intrinsic value: | 0.03 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.19 |
| Parity: | 0.03 |
| Time value: | 0.60 |
| Break-even: | 71.30 |
| Moneyness: | 1.01 |
| Premium: | 0.09 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.05 |
| Spread %: | 8.62% |
| Delta: | 0.60 |
| Theta: | -0.01 |
| Omega: | 6.21 |
| Rho: | 0.24 |
Quote data
| Open: | 0.5700 |
|---|---|
| High: | 0.5700 |
| Low: | 0.4300 |
| Previous Close: | 0.6100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -27.12% | ||
|---|---|---|---|
| 1 Month | -27.12% | ||
| 3 Months | -36.76% | ||
| YTD | -80.54% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6100 | 0.5400 |
|---|---|---|
| 1M High / 1M Low: | 0.7900 | 0.5400 |
| 6M High / 6M Low: | 1.8100 | 0.5400 |
| High (YTD): | 01/03/2024 | 2.4400 |
| Low (YTD): | 18/09/2024 | 0.5400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6396 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9231 | |
| Avg. volume 6M: | .0543 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 100.36% | |
| Volatility 6M: | 86.91% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
