HSBC WAR. CALL 06/25 FRE/ DE000HS0JEY3 /
18/10/2024 21:36:59 | Chg.0.0000 | Bid21:59:19 | Ask21:59:19 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3700EUR | 0.00% | 0.3700 Bid Size: 20,000 |
0.3900 Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... | 32.00 - | 18/06/2025 | Call |
Master data
WKN: | HS0JEY |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | FRESENIUS SE+CO.KGAA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 32.00 - |
Maturity: | 18/06/2025 |
Issue date: | 15/06/2023 |
Last trading day: | 17/06/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 8.58 |
Leverage: | Yes |
Calculated values
Fair value: | 0.35 |
---|---|
Intrinsic value: | 0.15 |
Implied volatility: | 0.26 |
Historic volatility: | 0.21 |
Parity: | 0.15 |
Time value: | 0.25 |
Break-even: | 35.90 |
Moneyness: | 1.05 |
Premium: | 0.07 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.02 |
Spread %: | 5.41% |
Delta: | 0.66 |
Theta: | -0.01 |
Omega: | 5.67 |
Rho: | 0.12 |
Quote data
Open: | 0.3600 |
---|---|
High: | 0.3700 |
Low: | 0.3600 |
Previous Close: | 0.3700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -7.50% | ||
---|---|---|---|
1 Month | -9.76% | ||
3 Months | +42.31% | ||
YTD | +27.59% | ||
1 Year | +105.56% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4000 | 0.3700 |
---|---|---|
1M High / 1M Low: | 0.4500 | 0.3700 |
6M High / 6M Low: | 0.5100 | 0.1750 |
High (YTD): | 13/09/2024 | 0.5100 |
Low (YTD): | 03/04/2024 | 0.1170 |
52W High: | 13/09/2024 | 0.5100 |
52W Low: | 03/04/2024 | 0.1170 |
Avg. price 1W: | 0.3860 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4095 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3056 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.2563 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 60.67% | |
Volatility 6M: | 104.58% | |
Volatility 1Y: | 102.06% | |
Volatility 3Y: | - |