HSBC Call 40 PAH3 19.06.2024
/ DE000HS2SWW6
HSBC Call 40 PAH3 19.06.2024/ DE000HS2SWW6 /
| 2024-06-04 8:25:24 AM |
Chg.-0.07 |
Bid12:32:45 PM |
Ask12:32:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
-6.42% |
0.98
Bid Size: 50,000 |
1.02
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: |
4.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.20 |
| Parity: |
1.04 |
| Time value: |
0.05 |
| Break-even: |
50.90 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.06 |
| Spread %: |
5.83% |
| Delta: |
0.91 |
| Theta: |
-0.05 |
| Omega: |
4.23 |
| Rho: |
0.01 |
Quote data
| Open: |
1.02 |
| High: |
1.02 |
| Low: |
1.02 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.00% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
+2.00% |
| YTD |
|
|
+29.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.92 |
| 1M High / 1M Low: |
1.09 |
0.78 |
| 6M High / 6M Low: |
1.19 |
0.52 |
| High (YTD): |
2024-04-11 |
1.19 |
| Low (YTD): |
2024-01-22 |
0.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.08% |
| Volatility 6M: |
|
117.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
