HSBC WAR. CALL 01/27 INL/ DE000HS2RBK7 /
2024-05-17 9:37:13 PM | Chg.-0.0100 | Bid9:58:58 PM | Ask9:58:58 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5800EUR | -1.69% | 0.5700 Bid Size: 100,000 |
0.5800 Ask Size: 100,000 |
Intel Corporation | 40.00 USD | 2027-01-15 | Call |
Master data
WKN: | HS2RBK |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Intel Corporation |
Type: | Warrant |
Option type: | Call |
Strike price: | 40.00 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: | 4.91 |
Leverage: | Yes |
Calculated values
Fair value: | 0.55 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.39 |
Historic volatility: | 0.36 |
Parity: | -0.73 |
Time value: | 0.60 |
Break-even: | 42.81 |
Moneyness: | 0.80 |
Premium: | 0.45 |
Premium p.a.: | 0.15 |
Spread abs.: | 0.01 |
Spread %: | 1.69% |
Delta: | 0.55 |
Theta: | 0.00 |
Omega: | 2.70 |
Rho: | 0.27 |
Quote data
Open: | 0.5900 |
---|---|
High: | 0.5900 |
Low: | 0.5800 |
Previous Close: | 0.5900 |
Turnover: | 295 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +13.73% | ||
---|---|---|---|
1 Month | -31.76% | ||
3 Months | -56.72% | ||
YTD | -68.48% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5900 | 0.5100 |
---|---|---|
1M High / 1M Low: | 0.8500 | 0.5100 |
6M High / 6M Low: | 1.8400 | 0.5100 |
High (YTD): | 2024-01-25 | 1.7700 |
Low (YTD): | 2024-05-10 | 0.5100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.5420 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.6338 | |
Avg. volume 1M: | 80.9524 | |
Avg. price 6M: | 1.2440 | |
Avg. volume 6M: | 17.7419 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 95.20% | |
Volatility 6M: | 86.83% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |