HSBC WAR. CALL 06/25 BNR/ DE000HS2SPM1 /
2024-05-02 1:37:31 PM | Chg.-0.0400 | Bid1:55:57 PM | Ask1:55:57 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4100EUR | -2.76% | 1.4000 Bid Size: 25,000 |
1.4400 Ask Size: 25,000 |
BRENNTAG SE NA O.N. | 65.00 EUR | 2025-06-18 | Call |
Master data
WKN: | HS2SPM |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | BRENNTAG SE NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 65.00 EUR |
Maturity: | 2025-06-18 |
Issue date: | 2023-11-02 |
Last trading day: | 2025-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.20 |
Leverage: | Yes |
Calculated values
Fair value: | 1.37 |
---|---|
Intrinsic value: | 0.99 |
Implied volatility: | 0.21 |
Historic volatility: | 0.17 |
Parity: | 0.99 |
Time value: | 0.45 |
Break-even: | 79.40 |
Moneyness: | 1.15 |
Premium: | 0.06 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.06 |
Spread %: | 4.35% |
Delta: | 0.83 |
Theta: | -0.01 |
Omega: | 4.29 |
Rho: | 0.53 |
Quote data
Open: | 1.4500 |
---|---|
High: | 1.4500 |
Low: | 1.4100 |
Previous Close: | 1.4500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -3.42% | ||
---|---|---|---|
1 Month | -14.02% | ||
3 Months | -31.55% | ||
YTD | -36.20% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 1.4600 | 1.4200 |
---|---|---|
1M High / 1M Low: | 1.6400 | 1.4100 |
6M High / 6M Low: | 2.4400 | 1.3300 |
High (YTD): | 2024-03-01 | 2.4400 |
Low (YTD): | 2024-04-22 | 1.4100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.4450 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.5014 | |
Avg. volume 1M: | .3333 | |
Avg. price 6M: | 1.8582 | |
Avg. volume 6M: | .0565 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 43.98% | |
Volatility 6M: | 56.52% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |