HSBC WAR. CALL 12/25 BNR/ DE000HS30FP6 /
2024-06-14 9:36:35 PM | Chg.-0.0400 | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3600EUR | -10.00% | 0.3300 Bid Size: 10,000 |
0.3900 Ask Size: 10,000 |
BRENNTAG SE NA O.N. | 80.00 EUR | 2025-12-17 | Call |
Master data
WKN: | HS30FP |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | BRENNTAG SE NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 80.00 EUR |
Maturity: | 2025-12-17 |
Issue date: | 2023-11-27 |
Last trading day: | 2025-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 16.67 |
Leverage: | Yes |
Calculated values
Fair value: | 0.24 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.24 |
Historic volatility: | 0.19 |
Parity: | -1.50 |
Time value: | 0.39 |
Break-even: | 83.90 |
Moneyness: | 0.81 |
Premium: | 0.29 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.06 |
Spread %: | 18.18% |
Delta: | 0.35 |
Theta: | -0.01 |
Omega: | 5.89 |
Rho: | 0.29 |
Quote data
Open: | 0.4000 |
---|---|
High: | 0.4000 |
Low: | 0.3600 |
Previous Close: | 0.4000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -2.70% | ||
---|---|---|---|
1 Month | -34.55% | ||
3 Months | -65.05% | ||
YTD | -73.72% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4000 | 0.3600 |
---|---|---|
1M High / 1M Low: | 0.5500 | 0.3600 |
6M High / 6M Low: | 1.5600 | 0.3600 |
High (YTD): | 2024-03-01 | 1.5600 |
Low (YTD): | 2024-06-14 | 0.3600 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.3800 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4196 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.9790 | |
Avg. volume 6M: | 5.6000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 62.45% | |
Volatility 6M: | 82.41% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |