HSBC WAR. CALL 09/24 FRE/ DE000HS1FY30 /
| 2024-08-30 9:35:58 PM | Chg.+0.0100 | Bid9:59:26 PM | Ask9:59:26 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3600EUR | +2.86% | 0.3300 Bid Size: 20,000 |
0.3700 Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... | 30.00 - | 2024-09-18 | Call |
Master data
| WKN: | HS1FY3 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | FRESENIUS SE+CO.KGAA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-08-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.34 |
|---|---|
| Intrinsic value: | 0.34 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.24 |
| Parity: | 0.34 |
| Time value: | 0.03 |
| Break-even: | 33.70 |
| Moneyness: | 1.11 |
| Premium: | 0.01 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.04 |
| Spread %: | 12.12% |
| Delta: | 0.86 |
| Theta: | -0.02 |
| Omega: | 7.72 |
| Rho: | 0.01 |
Quote data
| Open: | 0.3100 |
|---|---|
| High: | 0.3600 |
| Low: | 0.3100 |
| Previous Close: | 0.3500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +24.14% | ||
|---|---|---|---|
| 1 Month | +38.46% | ||
| 3 Months | +146.58% | ||
| YTD | +50.00% | ||
| 1 Year | +5.88% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3600 | 0.3000 |
|---|---|---|
| 1M High / 1M Low: | 0.3600 | 0.1620 |
| 6M High / 6M Low: | 0.3600 | 0.0500 |
| High (YTD): | 2024-08-30 | 0.3600 |
| Low (YTD): | 2024-04-03 | 0.0500 |
| 52W High: | 2023-09-21 | 0.4200 |
| 52W Low: | 2024-04-03 | 0.0500 |
| Avg. price 1W: | 0.3380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2447 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1403 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.1751 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 140.19% | |
| Volatility 6M: | 193.33% | |
| Volatility 1Y: | 163.16% | |
| Volatility 3Y: | - |
