HSBC WAR. CALL 01/25 WMT/ DE000HS5RTF2 /
| 10/4/2024 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 | 1/17/2025 | 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: | 1/17/2025 |
| Issue date: | 3/28/2024 |
| Last trading day: | 1/16/2025 |
| 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: | - |
