HSBC Call 15 DBK 13.12.2028
/ DE000HS3RVR8
HSBC Call 15 DBK 13.12.2028/ DE000HS3RVR8 /
| 11/4/2024 11:35:39 AM |
Chg.+0.010 |
Bid11/4/2024 |
Ask11/4/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+2.86% |
0.360
Bid Size: 50,000 |
0.380
Ask Size: 50,000 |
DEUTSCHE BANK AG NA ... |
15.00 EUR |
12/13/2028 |
Call |
Master data
| WKN: |
HS3RVR |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
12/13/2028 |
| Issue date: |
12/18/2023 |
| Last trading day: |
12/12/2028 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.27 |
| Parity: |
0.08 |
| Time value: |
0.29 |
| Break-even: |
18.70 |
| Moneyness: |
1.05 |
| Premium: |
0.18 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
5.71% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
3.21 |
| Rho: |
0.34 |
Quote data
| Open: |
0.350 |
| High: |
0.360 |
| Low: |
0.350 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.70% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
+44.00% |
| YTD |
|
|
+44.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.330 |
| 1M High / 1M Low: |
0.410 |
0.330 |
| 6M High / 6M Low: |
0.460 |
0.220 |
| High (YTD): |
4/25/2024 |
0.500 |
| Low (YTD): |
2/9/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.379 |
| Avg. volume 1M: |
|
95.238 |
| Avg. price 6M: |
|
0.364 |
| Avg. volume 6M: |
|
284.615 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.66% |
| Volatility 6M: |
|
78.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
