HSBC WAR. CALL 12/24 NDA/ DE000HS2BPF1 /
| 2024-06-14 9:35:28 PM | Chg.-0.0400 | Bid9:58:40 PM | Ask9:58:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8100EUR | -4.71% | 0.7600 Bid Size: 10,000 |
0.8100 Ask Size: 10,000 |
AURUBIS AG | 70.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | HS2BPF |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-09-22 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.75 |
|---|---|
| Intrinsic value: | 0.09 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.32 |
| Parity: | 0.09 |
| Time value: | 0.72 |
| Break-even: | 78.10 |
| Moneyness: | 1.01 |
| Premium: | 0.10 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.05 |
| Spread %: | 6.58% |
| Delta: | 0.60 |
| Theta: | -0.02 |
| Omega: | 5.24 |
| Rho: | 0.17 |
Quote data
| Open: | 0.8500 |
|---|---|
| High: | 0.8500 |
| Low: | 0.8100 |
| Previous Close: | 0.8500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.90% | ||
|---|---|---|---|
| 1 Month | -35.71% | ||
| 3 Months | +84.09% | ||
| YTD | -34.68% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9800 | 0.8100 |
|---|---|---|
| 1M High / 1M Low: | 1.4900 | 0.8100 |
| 6M High / 6M Low: | 1.6300 | 0.2700 |
| High (YTD): | 2024-05-20 | 1.4900 |
| Low (YTD): | 2024-03-06 | 0.2700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1250 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8233 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 124.44% | |
| Volatility 6M: | 145.29% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
