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HSBC Call 40 PAH3 19.06.2024/  DE000HS2SWW6  /

Frankfurt Zert./HSBC
2024-05-22  9:35:33 AM Chg.-0.060 Bid9:42:16 AM Ask9:42:16 AM Underlying Strike price Expiration date Option type
0.860EUR -6.52% 0.860
Bid Size: 50,000		 0.900
Ask Size: 50,000		 PORSCHE AUTOM.HLDG V... 40.00 EUR 2024-06-19 Call
 

Master data

WKN: HS2SWW
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 2024-06-19
Issue date: 2023-11-02
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.89
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.94
Implied volatility: 0.68
Historic volatility: 0.21
Parity: 0.94
Time value: 0.07
Break-even: 50.10
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.19
Spread abs.: 0.06
Spread %: 6.32%
Delta: 0.89
Theta: -0.03
Omega: 4.34
Rho: 0.03
 

Quote data

Open: 0.910
High: 0.910
Low: 0.840
Previous Close: 0.920
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.69%
1 Month
  -10.42%
3 Months
  -4.44%
YTD  
+10.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.920
1M High / 1M Low: 1.080 0.810
6M High / 6M Low: 1.180 0.530
High (YTD): 2024-04-11 1.180
Low (YTD): 2024-01-22 0.530
52W High: - -
52W Low: - -
Avg. price 1W:   0.964
Avg. volume 1W:   0.000
Avg. price 1M:   0.951
Avg. volume 1M:   0.000
Avg. price 6M:   0.853
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.29%
Volatility 6M:   115.58%
Volatility 1Y:   -
Volatility 3Y:   -