HSBC Call 15 DBK 13.12.2028
/ DE000HS3RVR8
HSBC Call 15 DBK 13.12.2028/ DE000HS3RVR8 /
| 02/10/2024 21:35:21 |
Chg.+0.010 |
Bid02/10/2024 |
Ask02/10/2024 |
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 |
13/12/2028 |
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: |
13/12/2028 |
| Issue date: |
18/12/2023 |
| Last trading day: |
12/12/2028 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.29 |
| Parity: |
0.03 |
| Time value: |
0.34 |
| Break-even: |
18.70 |
| Moneyness: |
1.02 |
| Premium: |
0.22 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
5.71% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
3.01 |
| Rho: |
0.31 |
Quote data
| Open: |
0.350 |
| High: |
0.380 |
| Low: |
0.350 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.86% |
| 1 Month |
|
|
+16.13% |
| 3 Months |
|
|
-14.29% |
| YTD |
|
|
+44.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.350 |
| 1M High / 1M Low: |
0.370 |
0.280 |
| 6M High / 6M Low: |
0.500 |
0.220 |
| High (YTD): |
25/04/2024 |
0.500 |
| Low (YTD): |
09/02/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.325 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.367 |
| Avg. volume 6M: |
|
269.231 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.68% |
| Volatility 6M: |
|
84.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
