HSBC WAR. CALL 01/25 WMT/ DE000HS5RTF2 /
2024-10-04 9:36:48 PM | Chg.+0.0600 | Bid9:58:36 PM | Ask9:58:36 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.1400EUR | +5.56% | 1.1200 Bid Size: 50,000 |
1.1400 Ask Size: 50,000 |
Walmart Inc | 70.00 USD | 2025-01-17 | Call |
Master data
WKN: | HS5RTF |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Walmart Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 70.00 USD |
Maturity: | 2025-01-17 |
Issue date: | 2024-03-28 |
Last trading day: | 2025-01-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 6.47 |
Leverage: | Yes |
Calculated values
Fair value: | 1.07 |
---|---|
Intrinsic value: | 1.00 |
Implied volatility: | 0.28 |
Historic volatility: | 0.17 |
Parity: | 1.00 |
Time value: | 0.14 |
Break-even: | 75.18 |
Moneyness: | 1.16 |
Premium: | 0.02 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.02 |
Spread %: | 1.79% |
Delta: | 0.86 |
Theta: | -0.02 |
Omega: | 5.58 |
Rho: | 0.15 |
Quote data
Open: | 1.1100 |
---|---|
High: | 1.1400 |
Low: | 1.0600 |
Previous Close: | 1.0800 |
Turnover: | 1,060 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +10.68% | ||
---|---|---|---|
1 Month | +37.35% | ||
3 Months | +171.43% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.1500 | 1.0800 |
---|---|---|
1M High / 1M Low: | 1.1500 | 0.8000 |
6M High / 6M Low: | 1.1500 | 0.1030 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.1080 | |
Avg. volume 1W: | 500 | |
Avg. price 1M: | 1.0159 | |
Avg. volume 1M: | 729.9091 | |
Avg. price 6M: | 0.4512 | |
Avg. volume 6M: | 2,421.1692 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 108.12% | |
Volatility 6M: | 198.57% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |