HSBC WAR. CALL 06/26 BNR/ DE000HS6S5Z1 /
2024-06-21 9:35:51 PM | Chg.-0.0200 | Bid9:59:29 PM | Ask9:59:29 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.9800EUR | -2.00% | 0.9400 Bid Size: 10,000 |
1.0000 Ask Size: 10,000 |
BRENNTAG SE NA O.N. | 65.00 EUR | 2026-06-17 | Call |
Master data
WKN: | HS6S5Z |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | BRENNTAG SE NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 65.00 EUR |
Maturity: | 2026-06-17 |
Issue date: | 2024-05-23 |
Last trading day: | 2026-06-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.43 |
Leverage: | Yes |
Calculated values
Fair value: | 0.86 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.23 |
Historic volatility: | 0.19 |
Parity: | -0.07 |
Time value: | 1.00 |
Break-even: | 75.00 |
Moneyness: | 0.99 |
Premium: | 0.17 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.06 |
Spread %: | 6.38% |
Delta: | 0.64 |
Theta: | -0.01 |
Omega: | 4.09 |
Rho: | 0.61 |
Quote data
Open: | 1.0000 |
---|---|
High: | 1.0000 |
Low: | 0.9800 |
Previous Close: | 1.0000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -1.01% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0100 | 0.9800 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.0000 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | - | |
Avg. volume 1M: | - | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | - | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |