HSBC WAR. CALL 12/27 IFX/ DE000HS2SVA4 /
2024-09-20 9:36:53 PM | Chg.-0.0400 | Bid9:58:12 PM | Ask9:58:12 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2800EUR | -12.50% | 0.2400 Bid Size: 20,000 |
0.2800 Ask Size: 20,000 |
INFINEON TECH.AG NA ... | 48.00 EUR | 2027-12-15 | Call |
Master data
WKN: | HS2SVA |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | INFINEON TECH.AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 48.00 EUR |
Maturity: | 2027-12-15 |
Issue date: | 2023-11-02 |
Last trading day: | 2027-12-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 10.38 |
Leverage: | Yes |
Calculated values
Fair value: | 0.38 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.31 |
Historic volatility: | 0.36 |
Parity: | -1.89 |
Time value: | 0.28 |
Break-even: | 50.80 |
Moneyness: | 0.61 |
Premium: | 0.75 |
Premium p.a.: | 0.19 |
Spread abs.: | 0.04 |
Spread %: | 16.67% |
Delta: | 0.34 |
Theta: | 0.00 |
Omega: | 3.52 |
Rho: | 0.23 |
Quote data
Open: | 0.2900 |
---|---|
High: | 0.2900 |
Low: | 0.2800 |
Previous Close: | 0.3200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +3.70% | ||
---|---|---|---|
1 Month | -26.32% | ||
3 Months | -49.09% | ||
YTD | -61.64% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3200 | 0.2700 |
---|---|---|
1M High / 1M Low: | 0.4200 | 0.2600 |
6M High / 6M Low: | 0.7500 | 0.2600 |
High (YTD): | 2024-06-13 | 0.7500 |
Low (YTD): | 2024-09-11 | 0.2600 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2880 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3277 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4945 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 100.57% | |
Volatility 6M: | 98.37% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |