HSBC WAR. CALL 06/24 1N8/ DE000HS1R2E9 /
| 2024-05-31 9:35:47 PM | Chg.-0.0600 | Bid9:59:38 PM | Ask9:59:38 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.9200EUR | -1.51% | 3.8800 Bid Size: 100,000 |
4.0000 Ask Size: 100,000 |
ADYEN N.V. E... | 800.00 EUR | 2024-06-19 | Call |
Master data
| WKN: | HS1R2E |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | ADYEN N.V. EO-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 800.00 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-09-06 |
| Last trading day: | 2024-06-18 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.86 |
|---|---|
| Intrinsic value: | 3.85 |
| Implied volatility: | 1.38 |
| Historic volatility: | 0.68 |
| Parity: | 3.85 |
| Time value: | 0.15 |
| Break-even: | 1,200.00 |
| Moneyness: | 1.48 |
| Premium: | 0.01 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.12 |
| Spread %: | 3.09% |
| Delta: | 0.93 |
| Theta: | -1.49 |
| Omega: | 2.74 |
| Rho: | 0.34 |
Quote data
| Open: | 3.9800 |
|---|---|
| High: | 3.9800 |
| Low: | 3.8700 |
| Previous Close: | 3.9800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.08% | ||
|---|---|---|---|
| 1 Month | +17.72% | ||
| 3 Months | -42.86% | ||
| YTD | -6.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.3500 | 3.7800 |
|---|---|---|
| 1M High / 1M Low: | 4.8800 | 3.3300 |
| 6M High / 6M Low: | 7.8400 | 3.3300 |
| High (YTD): | 2024-03-27 | 7.8400 |
| Low (YTD): | 2024-05-02 | 3.3300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.0220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.2023 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 5.2513 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 82.43% | |
| Volatility 6M: | 112.18% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
