HSBC WAR. CALL 12/25 NDA/ DE000HS2SWA2 /
| 2024-09-20 9:35:00 PM | Chg.-0.0500 | Bid9:59:36 PM | Ask9:59:36 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6800EUR | -6.85% | 0.6300 Bid Size: 10,000 |
0.6800 Ask Size: 10,000 |
AURUBIS AG | 80.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | HS2SWA |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2023-11-02 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.74 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.32 |
| Parity: | -0.99 |
| Time value: | 0.68 |
| Break-even: | 86.80 |
| Moneyness: | 0.88 |
| Premium: | 0.24 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.05 |
| Spread %: | 7.94% |
| Delta: | 0.46 |
| Theta: | -0.01 |
| Omega: | 4.74 |
| Rho: | 0.31 |
Quote data
| Open: | 0.7100 |
|---|---|
| High: | 0.7300 |
| Low: | 0.6800 |
| Previous Close: | 0.7300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +25.93% | ||
|---|---|---|---|
| 1 Month | +19.30% | ||
| 3 Months | -39.29% | ||
| YTD | -44.26% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7300 | 0.5400 |
|---|---|---|
| 1M High / 1M Low: | 0.7300 | 0.5000 |
| 6M High / 6M Low: | 1.4800 | 0.4300 |
| High (YTD): | 2024-05-20 | 1.4800 |
| Low (YTD): | 2024-03-06 | 0.3900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5752 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9009 | |
| Avg. volume 6M: | 17.0543 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 103.93% | |
| Volatility 6M: | 135.55% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
