HSBC Call 60 BSN 19.12.2025
/ DE000HS3VML2
HSBC Call 60 BSN 19.12.2025/ DE000HS3VML2 /
| 2024-10-11 10:17:34 AM |
Chg.+0.030 |
Bid2:45:59 PM |
Ask2:45:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+3.90% |
0.800
Bid Size: 50,000 |
0.810
Ask Size: 50,000 |
DANONE S.A. EO -,25 |
60.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
HS3VML |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-22 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.12 |
| Parity: |
0.47 |
| Time value: |
0.34 |
| Break-even: |
68.10 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
2.53% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
6.43 |
| Rho: |
0.52 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.90% |
| 1 Month |
|
|
-13.04% |
| 3 Months |
|
|
+70.21% |
| YTD |
|
|
+48.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.750 |
| 1M High / 1M Low: |
0.920 |
0.750 |
| 6M High / 6M Low: |
0.920 |
0.390 |
| High (YTD): |
2024-09-11 |
0.920 |
| Low (YTD): |
2024-04-16 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.817 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.586 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.61% |
| Volatility 6M: |
|
97.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
