HSBC WAR. CALL 01/26 WMT/ DE000HS3XX94 /
2024-10-04 9:36:33 PM | Chg.+0.1900 | Bid9:59:58 PM | Ask9:59:58 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.6400EUR | +4.27% | 4.5900 Bid Size: 16,670 |
4.6500 Ask Size: 16,670 |
Walmart Inc | 70.00 USD | 2026-01-16 | Call |
Master data
WKN: | HS3XX9 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Walmart Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 70.00 USD |
Maturity: | 2026-01-16 |
Issue date: | 2023-12-28 |
Last trading day: | 2026-01-15 |
Ratio: | 3.33:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 4.76 |
Leverage: | Yes |
Calculated values
Fair value: | 4.10 |
---|---|
Intrinsic value: | 2.99 |
Implied volatility: | 0.25 |
Historic volatility: | 0.17 |
Parity: | 2.99 |
Time value: | 1.66 |
Break-even: | 79.28 |
Moneyness: | 1.16 |
Premium: | 0.08 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.06 |
Spread %: | 1.31% |
Delta: | 0.79 |
Theta: | -0.01 |
Omega: | 3.75 |
Rho: | 0.55 |
Quote data
Open: | 4.5200 |
---|---|
High: | 4.6400 |
Low: | 4.5200 |
Previous Close: | 4.4500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +8.92% | ||
---|---|---|---|
1 Month | +23.73% | ||
3 Months | +81.25% | ||
YTD | +828.00% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.6400 | 4.4300 |
---|---|---|
1M High / 1M Low: | 4.6400 | 3.6600 |
6M High / 6M Low: | 4.6400 | 1.1000 |
High (YTD): | 2024-10-04 | 4.6400 |
Low (YTD): | 2024-01-05 | 0.5000 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.5160 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.2495 | |
Avg. volume 1M: | 11.3636 | |
Avg. price 6M: | 2.5122 | |
Avg. volume 6M: | 3.4615 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 68.80% | |
Volatility 6M: | 110.53% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |