HSBC WAR. CALL 12/25 NDA/ DE000HS2SWB0 /
2024-09-25 3:35:33 PM | Chg.+0.0060 | Bid4:45:37 PM | Ask4:45:37 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1880EUR | +3.30% | 0.1930 Bid Size: 25,000 |
0.2200 Ask Size: 25,000 |
AURUBIS AG | 90.00 EUR | 2025-12-17 | Call |
Master data
WKN: | HS2SWB |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | AURUBIS AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 90.00 EUR |
Maturity: | 2025-12-17 |
Issue date: | 2023-11-02 |
Last trading day: | 2025-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 27.04 |
Leverage: | Yes |
Calculated values
Fair value: | 0.28 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.31 |
Historic volatility: | 0.34 |
Parity: | -2.78 |
Time value: | 0.23 |
Break-even: | 92.30 |
Moneyness: | 0.69 |
Premium: | 0.48 |
Premium p.a.: | 0.38 |
Spread abs.: | 0.05 |
Spread %: | 27.78% |
Delta: | 0.22 |
Theta: | -0.01 |
Omega: | 5.91 |
Rho: | 0.14 |
Quote data
Open: | 0.1750 |
---|---|
High: | 0.1880 |
Low: | 0.1750 |
Previous Close: | 0.1820 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -50.53% | ||
---|---|---|---|
1 Month | -46.29% | ||
3 Months | -76.79% | ||
YTD | -78.64% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4400 | 0.1820 |
---|---|---|
1M High / 1M Low: | 0.4400 | 0.1820 |
6M High / 6M Low: | 1.0700 | 0.1820 |
High (YTD): | 2024-05-20 | 1.0700 |
Low (YTD): | 2024-09-24 | 0.1820 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.3304 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3228 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.5952 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 201.89% | |
Volatility 6M: | 165.34% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |