HSBC WAR. CALL 09/24 MRK/ DE000HS51932 /
| 2024-08-26 8:00:24 AM | Chg.-0.0300 | Bid8:28:02 AM | Ask8:28:02 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1900EUR | -1.35% | 2.1500 Bid Size: 10,000 |
2.2300 Ask Size: 10,000 |
MERCK KGAA O.N. | 150.00 EUR | 2024-09-18 | Call |
Master data
| WKN: | HS5193 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | MERCK KGAA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-02-26 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.20 |
|---|---|
| Intrinsic value: | 2.15 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.27 |
| Parity: | 2.15 |
| Time value: | 0.11 |
| Break-even: | 172.60 |
| Moneyness: | 1.14 |
| Premium: | 0.01 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.08 |
| Spread %: | 3.67% |
| Delta: | 0.91 |
| Theta: | -0.07 |
| Omega: | 6.94 |
| Rho: | 0.09 |
Quote data
| Open: | 2.1900 |
|---|---|
| High: | 2.1900 |
| Low: | 2.1900 |
| Previous Close: | 2.2200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.50% | ||
|---|---|---|---|
| 1 Month | +54.23% | ||
| 3 Months | -2.23% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.2200 | 2.0000 |
|---|---|---|
| 1M High / 1M Low: | 2.2200 | 1.4200 |
| 6M High / 6M Low: | 2.8600 | 0.6500 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.1160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8371 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5973 | |
| Avg. volume 6M: | .3780 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 134.95% | |
| Volatility 6M: | 184.87% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
