HSBC WAR. CALL 06/25 FRE/ DE000HS0JEU1 /
| 8/2/2024 9:36:49 PM | Chg.-0.0400 | Bid9:58:44 PM | Ask9:58:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7100EUR | -5.33% | 0.6900 Bid Size: 20,000 |
0.7200 Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... | 26.00 - | 6/18/2025 | 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: | 6/18/2025 |
| Issue date: | 6/15/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.35 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.67 |
|---|---|
| Intrinsic value: | 0.53 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.24 |
| Parity: | 0.53 |
| Time value: | 0.19 |
| Break-even: | 33.20 |
| Moneyness: | 1.21 |
| Premium: | 0.06 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.03 |
| Spread %: | 4.35% |
| Delta: | 0.82 |
| Theta: | -0.01 |
| Omega: | 3.55 |
| Rho: | 0.16 |
Quote data
| Open: | 0.7100 |
|---|---|
| High: | 0.7100 |
| Low: | 0.7000 |
| Previous Close: | 0.7500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.33% | ||
|---|---|---|---|
| 1 Month | +51.06% | ||
| 3 Months | +39.22% | ||
| YTD | +22.41% | ||
| 1 Year | +18.33% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8400 | 0.7100 |
|---|---|---|
| 1M High / 1M Low: | 0.8400 | 0.4700 |
| 6M High / 6M Low: | 0.8400 | 0.2900 |
| High (YTD): | 7/31/2024 | 0.8400 |
| Low (YTD): | 4/3/2024 | 0.2900 |
| 52W High: | 7/31/2024 | 0.8400 |
| 52W Low: | 4/3/2024 | 0.2900 |
| Avg. price 1W: | 0.7580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6187 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4712 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.5129 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 96.88% | |
| Volatility 6M: | 87.35% | |
| Volatility 1Y: | 87.78% | |
| Volatility 3Y: | - |
