HSBC WAR. CALL 12/25 MSF/ DE000HS2RC80 /
2024-09-20 9:35:08 PM | Chg.-0.230 | Bid9:59:58 PM | Ask9:59:58 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
10.670EUR | -2.11% | 10.570 Bid Size: 50,000 |
10.600 Ask Size: 50,000 |
Microsoft Corporatio... | 345.00 USD | 2025-12-19 | Call |
Master data
WKN: | HS2RC8 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Microsoft Corporation |
Type: | Warrant |
Option type: | Call |
Strike price: | 345.00 USD |
Maturity: | 2025-12-19 |
Issue date: | 2023-10-31 |
Last trading day: | 2025-12-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 3.60 |
Leverage: | Yes |
Calculated values
Fair value: | 9.89 |
---|---|
Intrinsic value: | 8.40 |
Implied volatility: | 0.30 |
Historic volatility: | 0.17 |
Parity: | 8.40 |
Time value: | 2.52 |
Break-even: | 418.36 |
Moneyness: | 1.27 |
Premium: | 0.06 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.03 |
Spread %: | 0.28% |
Delta: | 0.84 |
Theta: | -0.06 |
Omega: | 3.04 |
Rho: | 2.78 |
Quote data
Open: | 10.880 |
---|---|
High: | 10.880 |
Low: | 10.660 |
Previous Close: | 10.900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +2.79% | ||
---|---|---|---|
1 Month | +6.91% | ||
3 Months | -15.05% | ||
YTD | +37.32% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 10.900 | 10.340 |
---|---|---|
1M High / 1M Low: | 10.900 | 8.390 |
6M High / 6M Low: | 14.170 | 8.360 |
High (YTD): | 2024-07-05 | 14.170 |
Low (YTD): | 2024-01-05 | 7.280 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 10.564 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 9.531 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 10.819 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 55.00% | |
Volatility 6M: | 55.08% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |