HSBC WAR. CALL 01/26 WMT/ DE000HS3XX52 /
8/14/2024 9:35:04 PM | Chg.+0.1200 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.5500EUR | +2.71% | 4.5800 Bid Size: 16,670 |
4.6400 Ask Size: 16,670 |
Walmart Inc | 56.6667 USD | 1/16/2026 | Call |
Master data
WKN: | HS3XX5 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Walmart Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 56.67 USD |
Maturity: | 1/16/2026 |
Issue date: | 12/28/2023 |
Last trading day: | 1/15/2026 |
Ratio: | 3.33:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 4.12 |
Leverage: | Yes |
Calculated values
Fair value: | 4.05 |
---|---|
Intrinsic value: | 3.13 |
Implied volatility: | 0.25 |
Historic volatility: | 0.15 |
Parity: | 3.13 |
Time value: | 1.38 |
Break-even: | 66.57 |
Moneyness: | 1.20 |
Premium: | 0.07 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.06 |
Spread %: | 1.35% |
Delta: | 0.83 |
Theta: | -0.01 |
Omega: | 3.40 |
Rho: | 0.51 |
Quote data
Open: | 4.4700 |
---|---|
High: | 4.5500 |
Low: | 4.4700 |
Previous Close: | 4.4300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +5.08% | ||
---|---|---|---|
1 Month | -9.00% | ||
3 Months | +56.90% | ||
YTD | +189.81% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.7100 | 4.3300 |
---|---|---|
1M High / 1M Low: | 5.2900 | 4.2700 |
6M High / 6M Low: | 5.2900 | 2.2500 |
High (YTD): | 7/19/2024 | 5.2900 |
Low (YTD): | 1/5/2024 | 1.5100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.4800 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.8427 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.7818 | |
Avg. volume 6M: | 13.0787 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 64.15% | |
Volatility 6M: | 73.19% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |