HSBC WAR. CALL 12/25 BEI/ DE000HS2SP84 /
| 2024-06-14 9:35:05 AM | Chg.+0.0300 | Bid10:56:40 AM | Ask10:56:40 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0500EUR | +2.94% | 1.0500 Bid Size: 25,000 |
1.0800 Ask Size: 25,000 |
BEIERSDORF AG O.N. | 160.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | HS2SP8 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | BEIERSDORF AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2023-11-02 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.75 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.14 |
| Parity: | -1.47 |
| Time value: | 1.07 |
| Break-even: | 170.70 |
| Moneyness: | 0.91 |
| Premium: | 0.17 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.05 |
| Spread %: | 4.90% |
| Delta: | 0.47 |
| Theta: | -0.02 |
| Omega: | 6.43 |
| Rho: | 0.88 |
Quote data
| Open: | 1.0300 |
|---|---|
| High: | 1.0500 |
| Low: | 1.0300 |
| Previous Close: | 1.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.94% | ||
|---|---|---|---|
| 1 Month | -5.41% | ||
| 3 Months | +52.17% | ||
| YTD | +38.16% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0800 | 0.9900 |
|---|---|---|
| 1M High / 1M Low: | 1.1200 | 0.9500 |
| 6M High / 6M Low: | 1.1700 | 0.5300 |
| High (YTD): | 2024-05-10 | 1.1700 |
| Low (YTD): | 2024-04-09 | 0.5300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0330 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8245 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 64.93% | |
| Volatility 6M: | 85.03% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
