HSBC WAR. CALL 12/25 MSF/ DE000HS2RCA6 /
| 2024-09-20 9:36:09 PM | Chg.-0.220 | Bid9:41:06 PM | Ask9:41:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 10.000EUR | -2.15% | 10.010 Bid Size: 50,000 |
10.040 Ask Size: 50,000 |
Microsoft Corporatio... | 355.00 USD | 2025-12-19 | Call |
Master data
| WKN: | HS2RCA |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Microsoft Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 355.00 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: | 3.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 9.11 |
|---|---|
| Intrinsic value: | 7.50 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.17 |
| Parity: | 7.50 |
| Time value: | 2.71 |
| Break-even: | 420.22 |
| Moneyness: | 1.24 |
| Premium: | 0.07 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.03 |
| Spread %: | 0.29% |
| Delta: | 0.83 |
| Theta: | -0.06 |
| Omega: | 3.19 |
| Rho: | 2.78 |
Quote data
| Open: | 10.180 |
|---|---|
| High: | 10.180 |
| Low: | 9.970 |
| Previous Close: | 10.220 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.88% | ||
|---|---|---|---|
| 1 Month | +7.18% | ||
| 3 Months | -15.82% | ||
| YTD | +38.31% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 10.220 | 9.670 |
|---|---|---|
| 1M High / 1M Low: | 10.220 | 7.780 |
| 6M High / 6M Low: | 13.440 | 7.780 |
| High (YTD): | 2024-07-05 | 13.440 |
| Low (YTD): | 2024-01-05 | 6.760 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 9.890 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 8.885 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 10.170 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 56.60% | |
| Volatility 6M: | 56.35% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
