HSBC WAR. CALL 06/26 ALV/ DE000HS0J6J0 /
| 2024-05-31 9:35:43 PM | Chg.+0.2000 | Bid9:59:50 PM | Ask9:59:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.6100EUR | +4.54% | 4.6200 Bid Size: 10,000 |
4.6700 Ask Size: 10,000 |
ALLIANZ SE NA O.N. | 240.00 - | 2026-06-17 | Call |
Master data
| WKN: | HS0J6J |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | ALLIANZ SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 240.00 - |
| Maturity: | 2026-06-17 |
| Issue date: | 2023-06-15 |
| Last trading day: | 2026-06-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.15 |
|---|---|
| Intrinsic value: | 2.83 |
| Implied volatility: | 0.08 |
| Historic volatility: | 0.15 |
| Parity: | 2.83 |
| Time value: | 1.84 |
| Break-even: | 286.70 |
| Moneyness: | 1.12 |
| Premium: | 0.07 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.05 |
| Spread %: | 1.08% |
| Delta: | 0.95 |
| Theta: | -0.02 |
| Omega: | 5.46 |
| Rho: | 4.26 |
Quote data
| Open: | 4.4200 |
|---|---|
| High: | 4.6100 |
| Low: | 4.4200 |
| Previous Close: | 4.4100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.98% | ||
|---|---|---|---|
| 1 Month | +14.96% | ||
| 3 Months | +65.23% | ||
| YTD | +86.64% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.6100 | 4.3000 |
|---|---|---|
| 1M High / 1M Low: | 4.6100 | 3.6700 |
| 6M High / 6M Low: | 4.7100 | 2.1500 |
| High (YTD): | 2024-03-27 | 4.7100 |
| Low (YTD): | 2024-02-26 | 2.4100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.4380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.3400 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.3314 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 63.95% | |
| Volatility 6M: | 74.08% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
