HSBC WAR. CALL 12/25 BSN/ DE000HS6B023 /
2024-09-26 1:35:34 PM | Chg.-0.0100 | Bid2:38:44 PM | Ask2:38:44 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8100EUR | -1.22% | 0.8100 Bid Size: 50,000 |
0.8200 Ask Size: 50,000 |
DANONE S.A. EO -,25 | 60.00 EUR | 2025-12-17 | Call |
Master data
WKN: | HS6B02 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | DANONE S.A. EO -,25 |
Type: | Warrant |
Option type: | Call |
Strike price: | 60.00 EUR |
Maturity: | 2025-12-17 |
Issue date: | 2024-05-02 |
Last trading day: | 2025-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.74 |
Leverage: | Yes |
Calculated values
Fair value: | 0.84 |
---|---|
Intrinsic value: | 0.50 |
Implied volatility: | 0.13 |
Historic volatility: | 0.13 |
Parity: | 0.50 |
Time value: | 0.34 |
Break-even: | 68.40 |
Moneyness: | 1.08 |
Premium: | 0.05 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.02 |
Spread %: | 2.44% |
Delta: | 0.82 |
Theta: | -0.01 |
Omega: | 6.34 |
Rho: | 0.55 |
Quote data
Open: | 0.8600 |
---|---|
High: | 0.8600 |
Low: | 0.8100 |
Previous Close: | 0.8200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +39.66% | ||
3 Months | +72.34% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8500 | 0.8100 |
---|---|---|
1M High / 1M Low: | 0.9200 | 0.5800 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8220 | |
Avg. volume 1W: | 220 | |
Avg. price 1M: | 0.7900 | |
Avg. volume 1M: | 47.8261 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 68.65% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |