HSBC WAR. CALL 12/24 EBA/  DE000HS2R820  /

gettex Zettex2
2024-06-14  9:35:54 AM Chg.- Bid10:38:39 AM Ask- Underlying Strike price Expiration date Option type
1.3800EUR - -
Bid Size: 50,000
-
Ask Size: -
EBAY INC. DL... 40.00 - 2024-12-20 Call
 

Master data

WKN: HS2R82
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-12-20
Issue date: 2023-10-31
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.67
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 1.06
Implied volatility: 0.53
Historic volatility: 0.24
Parity: 1.06
Time value: 0.32
Break-even: 53.80
Moneyness: 1.27
Premium: 0.06
Premium p.a.: 0.13
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.81
Theta: -0.02
Omega: 2.96
Rho: 0.13
 

Quote data

Open: 1.3800
High: 1.3800
Low: 1.3800
Previous Close: 1.3900
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+6.15%
3 Months  
+8.66%
YTD  
+100.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.4400 1.2300
6M High / 6M Low: 1.4400 0.4900
High (YTD): 2024-05-24 1.4400
Low (YTD): 2024-01-17 0.4900
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.3535
Avg. volume 1M:   0.0000
Avg. price 6M:   1.0100
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.17%
Volatility 6M:   93.07%
Volatility 1Y:   -
Volatility 3Y:   -