HSBC WAR. CALL 01/27 UNH/ DE000HS3XVF1 /
| 8/30/2024 9:36:41 PM | Chg.-0.0300 | Bid9:59:44 PM | Ask9:59:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1700EUR | -2.50% | 1.1800 Bid Size: 500,000 |
1.1900 Ask Size: 500,000 |
UnitedHealth Group I... | 550.00 USD | 1/15/2027 | 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: | 1/15/2027 |
| Issue date: | 12/28/2023 |
| Last trading day: | 1/14/2027 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.07 |
|---|---|
| Intrinsic value: | 0.38 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.20 |
| Parity: | 0.38 |
| Time value: | 0.82 |
| Break-even: | 616.38 |
| Moneyness: | 1.08 |
| Premium: | 0.15 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.01 |
| Spread %: | 0.84% |
| Delta: | 0.73 |
| Theta: | -0.07 |
| Omega: | 3.24 |
| Rho: | 6.39 |
Quote data
| Open: | 1.1900 |
|---|---|
| High: | 1.2000 |
| Low: | 1.1700 |
| Previous Close: | 1.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.54% | ||
|---|---|---|---|
| 1 Month | +0.86% | ||
| 3 Months | +67.14% | ||
| YTD | +30.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2000 | 1.1500 |
|---|---|---|
| 1M High / 1M Low: | 1.2100 | 1.0400 |
| 6M High / 6M Low: | 1.2100 | 0.5100 |
| High (YTD): | 8/2/2024 | 1.2100 |
| Low (YTD): | 4/12/2024 | 0.5100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1300 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8000 | |
| Avg. volume 6M: | 32.2713 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 54.66% | |
| Volatility 6M: | 79.79% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
