HSBC WAR. CALL 06/25 WMT/ DE000HS766U6 /
| 2025-01-03 9:36:46 PM | Chg.+0.0700 | Bid9:59:56 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1700EUR | +3.33% | 2.1600 Bid Size: 50,000 |
- Ask Size: - |
Walmart Inc | 70.00 USD | 2025-06-20 | Call |
Master data
| WKN: | HS766U |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 USD |
| Maturity: | 2025-06-20 |
| Issue date: | 2024-06-11 |
| Last trading day: | 2025-06-19 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.10 |
|---|---|
| Intrinsic value: | 2.02 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.17 |
| Parity: | 2.02 |
| Time value: | 0.15 |
| Break-even: | 89.62 |
| Moneyness: | 1.30 |
| Premium: | 0.02 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.01 |
| Spread %: | 0.46% |
| Delta: | 0.92 |
| Theta: | -0.01 |
| Omega: | 3.75 |
| Rho: | 0.27 |
Quote data
| Open: | 2.0900 |
|---|---|
| High: | 2.2100 |
| Low: | 2.0900 |
| Previous Close: | 2.1000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.25% | ||
|---|---|---|---|
| 1 Month | -14.23% | ||
| 3 Months | +64.39% | ||
| YTD | -0.91% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1900 | 2.1000 |
|---|---|---|
| 1M High / 1M Low: | 2.5800 | 2.1000 |
| 6M High / 6M Low: | 2.5800 | 0.4800 |
| High (YTD): | 2025-01-03 | 2.1700 |
| Low (YTD): | 2025-01-02 | 2.1000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.1533 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3935 | |
| Avg. volume 1M: | 58.8235 | |
| Avg. price 6M: | 1.3337 | |
| Avg. volume 6M: | 413.8413 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 57.83% | |
| Volatility 6M: | 97.57% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
