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HSBC WAR. CALL 06/24 PAH3/  DE000HS2SWX4  /

gettex Zettex2
2024-06-04  3:35:50 PM Chg.-0.0600 Bid7:25:54 PM Ask7:25:54 PM Underlying Strike price Expiration date Option type
0.8200EUR -6.82% 0.8200
Bid Size: 20,000		 0.8800
Ask Size: 20,000		 PORSCHE AUTOM.HLDG V... 42.00 EUR 2024-06-19 Call
 

Master data

WKN: HS2SWX
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 42.00 EUR
Maturity: 2024-06-19
Issue date: 2023-11-02
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.67
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.84
Implied volatility: 0.76
Historic volatility: 0.20
Parity: 0.84
Time value: 0.05
Break-even: 50.90
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.25
Spread abs.: 0.06
Spread %: 7.23%
Delta: 0.90
Theta: -0.05
Omega: 5.10
Rho: 0.01
 

Quote data

Open: 0.8800
High: 0.8800
Low: 0.8100
Previous Close: 0.8800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.75%
1 Month  
+13.89%
3 Months  
+5.13%
YTD  
+26.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.8800 0.7700
1M High / 1M Low: 0.8900 0.6400
6M High / 6M Low: 1.0300 0.3900
High (YTD): 2024-04-10 1.0300
Low (YTD): 2024-01-19 0.3900
52W High: - -
52W Low: - -
Avg. price 1W:   0.8400
Avg. volume 1W:   0.0000
Avg. price 1M:   0.7962
Avg. volume 1M:   0.0000
Avg. price 6M:   0.7178
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.89%
Volatility 6M:   137.10%
Volatility 1Y:   -
Volatility 3Y:   -