HSBC WAR. CALL 06/25 FRE/ DE000HS0JEU1 /
| 09/09/2024 17:37:21 | Chg.+0.0200 | Bid18:07:50 | Ask18:07:50 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8600EUR | +2.38% | 0.8600 Bid Size: 20,000 |
0.8900 Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... | 26.00 - | 18/06/2025 | Call |
Master data
| WKN: | HS0JEU |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | FRESENIUS SE+CO.KGAA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 26.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 15/06/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.95 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.82 |
|---|---|
| Intrinsic value: | 0.72 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.23 |
| Parity: | 0.72 |
| Time value: | 0.12 |
| Break-even: | 34.40 |
| Moneyness: | 1.28 |
| Premium: | 0.04 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.03 |
| Spread %: | 3.70% |
| Delta: | 0.89 |
| Theta: | 0.00 |
| Omega: | 3.52 |
| Rho: | 0.16 |
Quote data
| Open: | 0.8300 |
|---|---|
| High: | 0.8600 |
| Low: | 0.8300 |
| Previous Close: | 0.8400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +28.36% | ||
| 3 Months | +30.30% | ||
| YTD | +48.28% | ||
| 1 Year | +50.88% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9000 | 0.8400 |
|---|---|---|
| 1M High / 1M Low: | 0.9000 | 0.6700 |
| 6M High / 6M Low: | 0.9000 | 0.2900 |
| High (YTD): | 05/09/2024 | 0.9000 |
| Low (YTD): | 03/04/2024 | 0.2900 |
| 52W High: | 05/09/2024 | 0.9000 |
| 52W Low: | 03/04/2024 | 0.2900 |
| Avg. price 1W: | 0.8680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7895 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5485 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.5238 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 36.16% | |
| Volatility 6M: | 79.63% | |
| Volatility 1Y: | 86.64% | |
| Volatility 3Y: | - |
