HSBC WAR. CALL 12/25 BEI/ DE000HS2SP68 /
| 2024-06-13 9:35:06 PM | Chg.-0.0700 | Bid9:59:09 PM | Ask9:59:09 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9900EUR | -3.40% | 1.9900 Bid Size: 10,000 |
2.0400 Ask Size: 10,000 |
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: | 6.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.82 |
|---|---|
| Intrinsic value: | 0.65 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.14 |
| Parity: | 0.65 |
| Time value: | 1.46 |
| Break-even: | 161.10 |
| Moneyness: | 1.05 |
| Premium: | 0.10 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.05 |
| Spread %: | 2.43% |
| Delta: | 0.71 |
| Theta: | -0.02 |
| Omega: | 4.91 |
| Rho: | 1.25 |
Quote data
| Open: | 2.0600 |
|---|---|
| High: | 2.0600 |
| Low: | 1.9600 |
| Previous Close: | 2.0600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.00% | ||
|---|---|---|---|
| 1 Month | -4.78% | ||
| 3 Months | +43.17% | ||
| YTD | +31.79% | ||
| 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: | - |
