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HSBC WAR. CALL 06/24 PAH3/  DE000HS2SWW6  /

gettex Zettex2
2024-06-10  9:36:36 PM Chg.-0.0300 Bid9:59:22 PM Ask9:59:22 PM Underlying Strike price Expiration date Option type
0.9500EUR -3.06% 0.9500
Bid Size: 20,000		 1.0100
Ask Size: 20,000		 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: 4.85
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.94
Implied volatility: 1.32
Historic volatility: 0.20
Parity: 0.94
Time value: 0.08
Break-even: 50.20
Moneyness: 1.24
Premium: 0.02
Premium p.a.: 0.86
Spread abs.: 0.06
Spread %: 6.25%
Delta: 0.87
Theta: -0.12
Omega: 4.22
Rho: 0.01
 

Quote data

Open: 0.9800
High: 0.9800
Low: 0.9100
Previous Close: 0.9800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.04%
1 Month
  -4.04%
3 Months  
+23.38%
YTD  
+17.28%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.0800 0.9800
1M High / 1M Low: 1.0800 0.8300
6M High / 6M Low: 1.2200 0.5400
High (YTD): 2024-04-10 1.2200
Low (YTD): 2024-01-22 0.5400
52W High: - -
52W Low: - -
Avg. price 1W:   1.0280
Avg. volume 1W:   0.0000
Avg. price 1M:   0.9990
Avg. volume 1M:   0.0000
Avg. price 6M:   0.8995
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.47%
Volatility 6M:   112.09%
Volatility 1Y:   -
Volatility 3Y:   -