HSBC WAR. CALL 12/25 BNR/ DE000HS30FP6 /
| 2024-06-21 9:37:08 PM | Chg.-0.0100 | Bid9:58:33 PM | Ask9:58:33 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3500EUR | -2.78% | 0.3100 Bid Size: 10,000 |
0.3700 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: | 17.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.22 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.19 |
| Parity: | -1.57 |
| Time value: | 0.37 |
| Break-even: | 83.70 |
| Moneyness: | 0.80 |
| Premium: | 0.30 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.06 |
| Spread %: | 19.35% |
| Delta: | 0.34 |
| Theta: | -0.01 |
| Omega: | 5.92 |
| Rho: | 0.27 |
Quote data
| Open: | 0.3600 |
|---|---|
| High: | 0.3600 |
| Low: | 0.3500 |
| Previous Close: | 0.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.78% | ||
|---|---|---|---|
| 1 Month | -22.22% | ||
| 3 Months | -66.02% | ||
| YTD | -74.45% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3600 | 0.3500 |
|---|---|---|
| 1M High / 1M Low: | 0.4500 | 0.3500 |
| 6M High / 6M Low: | 1.5600 | 0.3500 |
| High (YTD): | 2024-03-01 | 1.5600 |
| Low (YTD): | 2024-06-21 | 0.3500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3843 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9407 | |
| Avg. volume 6M: | 5.6000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 56.44% | |
| Volatility 6M: | 82.09% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
