HSBC WAR. CALL 12/25 NDA/ DE000HS2SW93 /
| 2024-06-14 9:37:37 PM | Chg.-0.0500 | Bid9:58:40 PM | Ask9:58:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1100EUR | -4.31% | 1.0600 Bid Size: 10,000 |
1.1100 Ask Size: 10,000 |
AURUBIS AG | 75.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | HS2SW9 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 75.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2023-11-02 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.10 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.32 |
| Parity: | -0.41 |
| Time value: | 1.11 |
| Break-even: | 86.10 |
| Moneyness: | 0.95 |
| Premium: | 0.21 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.05 |
| Spread %: | 4.72% |
| Delta: | 0.58 |
| Theta: | -0.01 |
| Omega: | 3.68 |
| Rho: | 0.45 |
Quote data
| Open: | 1.1600 |
|---|---|
| High: | 1.1600 |
| Low: | 1.1100 |
| Previous Close: | 1.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.02% | ||
|---|---|---|---|
| 1 Month | -26.49% | ||
| 3 Months | +60.87% | ||
| YTD | -21.83% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2600 | 1.1100 |
|---|---|---|
| 1M High / 1M Low: | 1.7600 | 1.1100 |
| 6M High / 6M Low: | 1.8000 | 0.4900 |
| High (YTD): | 2024-05-20 | 1.7600 |
| Low (YTD): | 2024-03-05 | 0.4900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3986 | |
| Avg. volume 1M: | 27.2727 | |
| Avg. price 6M: | 1.0524 | |
| Avg. volume 6M: | 4.8387 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 101.12% | |
| Volatility 6M: | 106.65% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
