HSBC WAR. CALL 01/26 QEN/ DE000HS5RPZ8 /
14/08/2024 21:37:19 | Chg.+0.0100 | Bid21:58:02 | Ask21:58:02 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7600EUR | +1.33% | 0.7700 Bid Size: 50,000 |
0.7900 Ask Size: 50,000 |
Centene Corp | 90.00 USD | 16/01/2026 | Call |
Master data
WKN: | HS5RPZ |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Centene Corp |
Type: | Warrant |
Option type: | Call |
Strike price: | 90.00 USD |
Maturity: | 16/01/2026 |
Issue date: | 28/03/2024 |
Last trading day: | 15/01/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 9.02 |
Leverage: | Yes |
Calculated values
Fair value: | 0.45 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.33 |
Historic volatility: | 0.23 |
Parity: | -1.24 |
Time value: | 0.77 |
Break-even: | 89.55 |
Moneyness: | 0.85 |
Premium: | 0.29 |
Premium p.a.: | 0.20 |
Spread abs.: | 0.02 |
Spread %: | 2.67% |
Delta: | 0.46 |
Theta: | -0.01 |
Omega: | 4.17 |
Rho: | 0.35 |
Quote data
Open: | 0.7400 |
---|---|
High: | 0.7600 |
Low: | 0.7400 |
Previous Close: | 0.7500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -1.30% | ||
---|---|---|---|
1 Month | +65.22% | ||
3 Months | -16.48% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.7900 | 0.7500 |
---|---|---|
1M High / 1M Low: | 0.9000 | 0.4200 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.7640 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.6665 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 172.69% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |