HSBC WAR. CALL 09/24 RGO/ DE000HS2BHJ0 /
| 2024-06-04 7:35:57 PM | Chg.+0.0300 | Bid9:17:10 PM | Ask9:17:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8100EUR | +3.85% | 0.8000 Bid Size: 500,000 |
0.8200 Ask Size: 500,000 |
Regeneron Pharmaceut... | 950.00 USD | 2024-09-20 | Call |
Master data
| WKN: | HS2BHJ |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Regeneron Pharmaceuticals Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 950.00 USD |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-09-22 |
| Last trading day: | 2024-09-19 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 11.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.62 |
|---|---|
| Intrinsic value: | 0.36 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.18 |
| Parity: | 0.36 |
| Time value: | 0.42 |
| Break-even: | 948.98 |
| Moneyness: | 1.04 |
| Premium: | 0.05 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.02 |
| Spread %: | 2.63% |
| Delta: | 0.66 |
| Theta: | -0.28 |
| Omega: | 7.73 |
| Rho: | 1.55 |
Quote data
| Open: | 0.7800 |
|---|---|
| High: | 0.8100 |
| Low: | 0.7600 |
| Previous Close: | 0.7800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.90% | ||
|---|---|---|---|
| 1 Month | +14.08% | ||
| 3 Months | -16.49% | ||
| YTD | +28.57% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7800 | 0.6400 |
|---|---|---|
| 1M High / 1M Low: | 0.8400 | 0.6400 |
| 6M High / 6M Low: | 1.1200 | 0.4200 |
| High (YTD): | 2024-02-27 | 1.1200 |
| Low (YTD): | 2024-04-26 | 0.4400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6820 | |
| Avg. volume 1W: | 40 | |
| Avg. price 1M: | 0.7486 | |
| Avg. volume 1M: | 9.5238 | |
| Avg. price 6M: | 0.7658 | |
| Avg. volume 6M: | 3.2000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 107.22% | |
| Volatility 6M: | 113.65% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
