HSBC WAR. CALL 12/25 MSF/ DE000HS2RCB4 /
2024-09-20 9:37:31 PM | Chg.-0.210 | Bid9:59:58 PM | Ask9:59:58 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
9.330EUR | -2.20% | 9.220 Bid Size: 50,000 |
9.250 Ask Size: 50,000 |
Microsoft Corporatio... | 365.00 USD | 2025-12-19 | Call |
Master data
WKN: | HS2RCB |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Microsoft Corporation |
Type: | Warrant |
Option type: | Call |
Strike price: | 365.00 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: | 4.11 |
Leverage: | Yes |
Calculated values
Fair value: | 8.36 |
---|---|
Intrinsic value: | 6.60 |
Implied volatility: | 0.29 |
Historic volatility: | 0.17 |
Parity: | 6.60 |
Time value: | 2.97 |
Break-even: | 422.78 |
Moneyness: | 1.20 |
Premium: | 0.08 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.03 |
Spread %: | 0.31% |
Delta: | 0.81 |
Theta: | -0.06 |
Omega: | 3.31 |
Rho: | 2.75 |
Quote data
Open: | 9.530 |
---|---|
High: | 9.530 |
Low: | 9.310 |
Previous Close: | 9.540 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +3.09% | ||
---|---|---|---|
1 Month | +7.36% | ||
3 Months | -16.99% | ||
YTD | +38.63% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 9.540 | 9.010 |
---|---|---|
1M High / 1M Low: | 9.540 | 7.180 |
6M High / 6M Low: | 12.740 | 7.180 |
High (YTD): | 2024-07-05 | 12.740 |
Low (YTD): | 2024-01-05 | 6.270 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 9.222 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 8.255 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 9.535 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 59.93% | |
Volatility 6M: | 58.99% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |