HSBC WAR. CALL 09/24 MTX/ DE000HS3S1V2 /
2024-08-02 9:36:56 PM | Chg.-0.4900 | Bid9:59:16 PM | Ask9:59:16 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.8700EUR | -9.14% | 4.8400 Bid Size: 10,000 |
5.0800 Ask Size: 10,000 |
MTU AERO ENGINES NA ... | 210.00 EUR | 2024-09-18 | Call |
Master data
WKN: | HS3S1V |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | MTU AERO ENGINES NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 210.00 EUR |
Maturity: | 2024-09-18 |
Issue date: | 2023-12-18 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.05 |
Leverage: | Yes |
Calculated values
Fair value: | 4.77 |
---|---|
Intrinsic value: | 4.66 |
Implied volatility: | 0.54 |
Historic volatility: | 0.27 |
Parity: | 4.66 |
Time value: | 0.42 |
Break-even: | 260.80 |
Moneyness: | 1.22 |
Premium: | 0.02 |
Premium p.a.: | 0.14 |
Spread abs.: | 0.24 |
Spread %: | 4.96% |
Delta: | 0.88 |
Theta: | -0.13 |
Omega: | 4.43 |
Rho: | 0.22 |
Quote data
Open: | 4.5300 |
---|---|
High: | 5.2100 |
Low: | 4.5300 |
Previous Close: | 5.3600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -1.81% | ||
---|---|---|---|
1 Month | +1.67% | ||
3 Months | +86.59% | ||
YTD | +302.48% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.3600 | 4.8700 |
---|---|---|
1M High / 1M Low: | 5.3600 | 3.9800 |
6M High / 6M Low: | 5.3600 | 1.8300 |
High (YTD): | 2024-08-01 | 5.3600 |
Low (YTD): | 2024-01-03 | 1.1800 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 5.1180 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.5755 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.0085 | |
Avg. volume 6M: | .1417 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 85.30% | |
Volatility 6M: | 139.74% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |