HSBC WAR. CALL 06/27 SAP/ DE000HS6S845 /
| 2024-09-20 9:35:07 PM | Chg.-0.0200 | Bid9:57:59 PM | Ask9:57:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3400EUR | -1.47% | 1.3000 Bid Size: 20,000 |
1.3600 Ask Size: 20,000 |
SAP SE O.N. | 280.00 EUR | 2027-06-16 | Call |
Master data
| WKN: | HS6S84 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SAP SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 280.00 EUR |
| Maturity: | 2027-06-16 |
| Issue date: | 2024-05-23 |
| Last trading day: | 2027-06-15 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.47 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.23 |
| Parity: | -7.55 |
| Time value: | 1.36 |
| Break-even: | 293.60 |
| Moneyness: | 0.73 |
| Premium: | 0.44 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.06 |
| Spread %: | 4.62% |
| Delta: | 0.33 |
| Theta: | -0.02 |
| Omega: | 5.02 |
| Rho: | 1.49 |
Quote data
| Open: | 1.3100 |
|---|---|
| High: | 1.3400 |
| Low: | 1.3100 |
| Previous Close: | 1.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.56% | ||
|---|---|---|---|
| 1 Month | +9.84% | ||
| 3 Months | +52.27% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3600 | 1.1600 |
|---|---|---|
| 1M High / 1M Low: | 1.3600 | 1.0200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1686 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 87.83% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
