HSBC WAR. CALL 12/25 MSF/ DE000HS2RCC2 /
| 2024-09-19 9:36:53 PM | Chg.+0.310 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 9.220EUR | +3.48% | 9.190 Bid Size: 50,000 |
9.220 Ask Size: 50,000 |
Microsoft Corporatio... | 370.00 USD | 2025-12-19 | Call |
Master data
| WKN: | HS2RCC |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Microsoft Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 370.00 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: | 4.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.43 |
|---|---|
| Intrinsic value: | 5.47 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.17 |
| Parity: | 5.47 |
| Time value: | 3.25 |
| Break-even: | 420.12 |
| Moneyness: | 1.16 |
| Premium: | 0.08 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.03 |
| Spread %: | 0.35% |
| Delta: | 0.78 |
| Theta: | -0.06 |
| Omega: | 3.46 |
| Rho: | 2.68 |
Quote data
| Open: | 9.100 |
|---|---|
| High: | 9.350 |
| Low: | 9.100 |
| Previous Close: | 8.910 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.61% | ||
|---|---|---|---|
| 1 Month | +10.02% | ||
| 3 Months | -15.18% | ||
| YTD | +42.28% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 9.220 | 8.700 |
|---|---|---|
| 1M High / 1M Low: | 9.220 | 6.890 |
| 6M High / 6M Low: | 12.400 | 6.890 |
| High (YTD): | 2024-07-05 | 12.400 |
| Low (YTD): | 2024-01-05 | 6.020 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 8.908 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.951 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 9.226 | |
| Avg. volume 6M: | 1.628 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 60.62% | |
| Volatility 6M: | 59.71% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
