HSBC WAR. CALL 09/24 MRK/ DE000HS51940 /
| 8/26/2024 9:35:48 AM | Chg.-0.0300 | Bid10:17:13 AM | Ask10:17:13 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2500EUR | -2.34% | 1.2600 Bid Size: 25,000 |
1.2900 Ask Size: 25,000 |
MERCK KGAA O.N. | 160.00 EUR | 9/18/2024 | Call |
Master data
| WKN: | HS5194 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | MERCK KGAA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 EUR |
| Maturity: | 9/18/2024 |
| Issue date: | 2/26/2024 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.27 |
|---|---|
| Intrinsic value: | 1.15 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.27 |
| Parity: | 1.15 |
| Time value: | 0.16 |
| Break-even: | 173.10 |
| Moneyness: | 1.07 |
| Premium: | 0.01 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.08 |
| Spread %: | 6.50% |
| Delta: | 0.83 |
| Theta: | -0.09 |
| Omega: | 10.89 |
| Rho: | 0.08 |
Quote data
| Open: | 1.2400 |
|---|---|
| High: | 1.2500 |
| Low: | 1.2400 |
| Previous Close: | 1.2800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.68% | ||
|---|---|---|---|
| 1 Month | +64.47% | ||
| 3 Months | -15.54% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2800 | 1.0900 |
|---|---|---|
| 1M High / 1M Low: | 1.2800 | 0.7600 |
| 6M High / 6M Low: | 2.0100 | 0.2800 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0110 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9883 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 175.95% | |
| Volatility 6M: | 239.17% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
