HSBC WAR. CALL 12/25 BNR/ DE000HS30FN1 /
2024-09-20 9:37:08 PM | Chg.-0.0800 | Bid9:58:23 PM | Ask9:58:23 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3000EUR | -21.05% | 0.2400 Bid Size: 10,000 |
0.3000 Ask Size: 10,000 |
BRENNTAG SE NA O.N. | 75.00 EUR | 2025-12-17 | Call |
Master data
WKN: | HS30FN |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | BRENNTAG SE NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 75.00 EUR |
Maturity: | 2025-12-17 |
Issue date: | 2023-11-27 |
Last trading day: | 2025-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 15.56 |
Leverage: | Yes |
Calculated values
Fair value: | 0.31 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.23 |
Historic volatility: | 0.19 |
Parity: | -0.97 |
Time value: | 0.42 |
Break-even: | 79.20 |
Moneyness: | 0.87 |
Premium: | 0.21 |
Premium p.a.: | 0.17 |
Spread abs.: | 0.06 |
Spread %: | 16.67% |
Delta: | 0.40 |
Theta: | -0.01 |
Omega: | 6.27 |
Rho: | 0.27 |
Quote data
Open: | 0.3500 |
---|---|
High: | 0.3500 |
Low: | 0.3000 |
Previous Close: | 0.3800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -18.92% | ||
---|---|---|---|
1 Month | -23.08% | ||
3 Months | -37.50% | ||
YTD | -81.93% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3800 | 0.3400 |
---|---|---|
1M High / 1M Low: | 0.5200 | 0.3400 |
6M High / 6M Low: | 1.3000 | 0.3400 |
High (YTD): | 2024-03-01 | 1.8600 |
Low (YTD): | 2024-09-18 | 0.3400 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.3580 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4130 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.6384 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 107.69% | |
Volatility 6M: | 80.74% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |