HSBC WAR. CALL 01/27 UNH/ DE000HS3XVE4 /
| 25/07/2024 13:36:58 | Chg.-0.0200 | Bid14:36:08 | Ask14:36:08 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2700EUR | -1.55% | 1.2900 Bid Size: 500,000 |
1.3000 Ask Size: 500,000 |
UnitedHealth Group I... | 500.00 USD | 15/01/2027 | Call |
Master data
| WKN: | HS3XVE |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | UnitedHealth Group Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 500.00 USD |
| Maturity: | 15/01/2027 |
| Issue date: | 28/12/2023 |
| Last trading day: | 14/01/2027 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.17 |
|---|---|
| Intrinsic value: | 0.55 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.20 |
| Parity: | 0.55 |
| Time value: | 0.75 |
| Break-even: | 591.34 |
| Moneyness: | 1.12 |
| Premium: | 0.14 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.01 |
| Spread %: | 0.78% |
| Delta: | 0.76 |
| Theta: | -0.06 |
| Omega: | 3.02 |
| Rho: | 6.52 |
Quote data
| Open: | 1.3000 |
|---|---|
| High: | 1.3000 |
| Low: | 1.2700 |
| Previous Close: | 1.2900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.79% | ||
|---|---|---|---|
| 1 Month | +56.79% | ||
| 3 Months | +33.68% | ||
| YTD | +11.40% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3600 | 1.2800 |
|---|---|---|
| 1M High / 1M Low: | 1.3700 | 0.8100 |
| 6M High / 6M Low: | 1.3700 | 0.6600 |
| High (YTD): | 17/07/2024 | 1.3700 |
| Low (YTD): | 12/04/2024 | 0.6600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3120 | |
| Avg. volume 1W: | 164 | |
| Avg. price 1M: | 1.0150 | |
| Avg. volume 1M: | 37.2727 | |
| Avg. price 6M: | 0.9438 | |
| Avg. volume 6M: | 92.2835 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 90.49% | |
| Volatility 6M: | 78.98% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
