HSBC WAR. CALL 12/27 IFX/ DE000HS2SV78 /
2024-06-05 9:36:55 PM | Chg.+0.0100 | Bid9:59:02 PM | Ask9:59:02 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.3100EUR | +0.77% | 1.3200 Bid Size: 20,000 |
1.3600 Ask Size: 20,000 |
INFINEON TECH.AG NA ... | 32.00 EUR | 2027-12-15 | Call |
Master data
WKN: | HS2SV7 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | INFINEON TECH.AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 32.00 EUR |
Maturity: | 2027-12-15 |
Issue date: | 2023-11-02 |
Last trading day: | 2027-12-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 2.80 |
Leverage: | Yes |
Calculated values
Fair value: | 1.35 |
---|---|
Intrinsic value: | 0.47 |
Implied volatility: | 0.34 |
Historic volatility: | 0.36 |
Parity: | 0.47 |
Time value: | 0.84 |
Break-even: | 45.10 |
Moneyness: | 1.15 |
Premium: | 0.23 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.04 |
Spread %: | 3.15% |
Delta: | 0.77 |
Theta: | 0.00 |
Omega: | 2.16 |
Rho: | 0.53 |
Quote data
Open: | 1.3000 |
---|---|
High: | 1.3100 |
Low: | 1.3000 |
Previous Close: | 1.3000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -1.50% | ||
---|---|---|---|
1 Month | +45.56% | ||
3 Months | +29.70% | ||
YTD | -2.96% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.3300 | 1.3000 |
---|---|---|
1M High / 1M Low: | 1.3800 | 0.8900 |
6M High / 6M Low: | 1.4300 | 0.7800 |
High (YTD): | 2024-05-28 | 1.3800 |
Low (YTD): | 2024-04-23 | 0.7800 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.3100 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2855 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.0928 | |
Avg. volume 6M: | 6.8000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 131.55% | |
Volatility 6M: | 83.51% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |