HSBC WAR. CALL 01/27 UNH/ DE000HS3XVF1 /
04/10/2024 21:36:27 | Chg.+0.0200 | Bid21:58:18 | Ask21:58:18 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.2300EUR | +1.65% | 1.2300 Bid Size: 500,000 |
1.2400 Ask Size: 500,000 |
UnitedHealth Group I... | 550.00 USD | 15/01/2027 | Call |
Master data
WKN: | HS3XVF |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | UnitedHealth Group Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 550.00 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: | 4.34 |
Leverage: | Yes |
Calculated values
Fair value: | 1.03 |
---|---|
Intrinsic value: | 0.38 |
Implied volatility: | 0.27 |
Historic volatility: | 0.20 |
Parity: | 0.38 |
Time value: | 0.86 |
Break-even: | 625.14 |
Moneyness: | 1.07 |
Premium: | 0.16 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.01 |
Spread %: | 0.81% |
Delta: | 0.71 |
Theta: | -0.07 |
Omega: | 3.10 |
Rho: | 5.93 |
Quote data
Open: | 1.2300 |
---|---|
High: | 1.2500 |
Low: | 1.2300 |
Previous Close: | 1.2100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +10.81% | ||
---|---|---|---|
1 Month | +2.50% | ||
3 Months | +86.36% | ||
YTD | +36.67% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.2400 | 1.1400 |
---|---|---|
1M High / 1M Low: | 1.2600 | 1.0600 |
6M High / 6M Low: | 1.2600 | 0.5100 |
High (YTD): | 10/09/2024 | 1.2600 |
Low (YTD): | 12/04/2024 | 0.5100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.1940 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1541 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.8961 | |
Avg. volume 6M: | 27.9231 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 56.03% | |
Volatility 6M: | 73.73% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |