OverviewChartNewsTraderScreen

HSBC Call 35 INTC 15.01.2027/  DE000HS2RBJ9  /

Frankfurt Zert./HSBC
2024-05-21  8:05:24 AM Chg.-0.010 Bid8:13:57 AM Ask8:13:57 AM Underlying Strike price Expiration date Option type
0.710EUR -1.39% 0.720
Bid Size: 100,000		 0.750
Ask Size: 100,000		 Intel Corporation 35.00 USD 2027-01-15 Call
 

Master data

WKN: HS2RBJ
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Intel Corporation
Type: Warrant
Option type: Call
Strike price: 35.00 USD
Maturity: 2027-01-15
Issue date: 2023-10-31
Last trading day: 2027-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.12
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.36
Parity: -0.29
Time value: 0.71
Break-even: 39.29
Moneyness: 0.91
Premium: 0.34
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.43%
Delta: 0.62
Theta: 0.00
Omega: 2.57
Rho: 0.30
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.720
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.97%
1 Month
  -21.11%
3 Months
  -53.59%
YTD
  -65.53%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.670
1M High / 1M Low: 0.950 0.620
6M High / 6M Low: 2.080 0.620
High (YTD): 2024-01-25 2.030
Low (YTD): 2024-05-10 0.620
52W High: - -
52W Low: - -
Avg. price 1W:   0.696
Avg. volume 1W:   2,000
Avg. price 1M:   0.725
Avg. volume 1M:   1,000.050
Avg. price 6M:   1.431
Avg. volume 6M:   241.952
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.28%
Volatility 6M:   82.15%
Volatility 1Y:   -
Volatility 3Y:   -