HSBC WAR. CALL 12/25 BEI/ DE000HS2SP68 /
2024-06-14 1:35:34 PM | Chg.+0.0600 | Bid2:58:54 PM | Ask2:58:54 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.0500EUR | +3.02% | 2.0300 Bid Size: 25,000 |
2.0600 Ask Size: 25,000 |
BEIERSDORF AG O.N. | 140.00 EUR | 2025-12-17 | Call |
Master data
WKN: | HS2SP6 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | BEIERSDORF AG O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 140.00 EUR |
Maturity: | 2025-12-17 |
Issue date: | 2023-11-02 |
Last trading day: | 2025-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.12 |
Leverage: | Yes |
Calculated values
Fair value: | 1.73 |
---|---|
Intrinsic value: | 0.53 |
Implied volatility: | 0.19 |
Historic volatility: | 0.14 |
Parity: | 0.53 |
Time value: | 1.51 |
Break-even: | 160.40 |
Moneyness: | 1.04 |
Premium: | 0.10 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.05 |
Spread %: | 2.51% |
Delta: | 0.69 |
Theta: | -0.02 |
Omega: | 4.94 |
Rho: | 1.21 |
Quote data
Open: | 2.0000 |
---|---|
High: | 2.0500 |
Low: | 2.0000 |
Previous Close: | 1.9900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +1.99% | ||
---|---|---|---|
1 Month | -1.91% | ||
3 Months | +47.48% | ||
YTD | +35.76% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.0600 | 1.9600 |
---|---|---|
1M High / 1M Low: | 2.1500 | 1.8800 |
6M High / 6M Low: | 2.1900 | 1.0800 |
High (YTD): | 2024-05-10 | 2.1900 |
Low (YTD): | 2024-04-09 | 1.0800 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.0040 | |
Avg. volume 1W: | 1,200 | |
Avg. price 1M: | 2.0078 | |
Avg. volume 1M: | 260.8696 | |
Avg. price 6M: | 1.6116 | |
Avg. volume 6M: | 50.2400 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 50.99% | |
Volatility 6M: | 72.53% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |