HSBC WAR. CALL 12/25 NDA/ DE000HS48136 /
| 2024-09-20 9:36:16 PM | Chg.-0.1000 | Bid9:58:35 PM | Ask9:58:35 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1000EUR | -8.33% | 1.0400 Bid Size: 10,000 |
1.0900 Ask Size: 10,000 |
AURUBIS AG | 70.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | HS4813 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-01-16 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.13 |
|---|---|
| Intrinsic value: | 0.01 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.32 |
| Parity: | 0.01 |
| Time value: | 1.08 |
| Break-even: | 80.90 |
| Moneyness: | 1.00 |
| Premium: | 0.15 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.05 |
| Spread %: | 4.81% |
| Delta: | 0.62 |
| Theta: | -0.01 |
| Omega: | 3.97 |
| Rho: | 0.40 |
Quote data
| Open: | 1.1600 |
|---|---|
| High: | 1.1800 |
| Low: | 1.1000 |
| Previous Close: | 1.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +18.28% | ||
|---|---|---|---|
| 1 Month | +14.58% | ||
| 3 Months | -32.10% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2000 | 0.9200 |
|---|---|---|
| 1M High / 1M Low: | 1.2000 | 0.8600 |
| 6M High / 6M Low: | 2.0600 | 0.7500 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9678 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3510 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 91.24% | |
| Volatility 6M: | 115.69% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
