HSBC WAR. CALL 09/24 MTX/ DE000HS3S1R0 /
7/10/2024 1:35:17 PM | Chg.-0.250 | Bid2:05:44 PM | Ask2:05:44 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
6.510EUR | -3.70% | 6.460 Bid Size: 25,000 |
6.610 Ask Size: 25,000 |
MTU AERO ENGINES NA ... | 185.00 EUR | 9/18/2024 | Call |
Master data
WKN: | HS3S1R |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | MTU AERO ENGINES NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 185.00 EUR |
Maturity: | 9/18/2024 |
Issue date: | 12/18/2023 |
Last trading day: | 9/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.67 |
Leverage: | Yes |
Calculated values
Fair value: | 6.55 |
---|---|
Intrinsic value: | 6.42 |
Implied volatility: | 0.54 |
Historic volatility: | 0.27 |
Parity: | 6.42 |
Time value: | 0.37 |
Break-even: | 252.90 |
Moneyness: | 1.35 |
Premium: | 0.01 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.24 |
Spread %: | 3.66% |
Delta: | 0.92 |
Theta: | -0.08 |
Omega: | 3.37 |
Rho: | 0.31 |
Quote data
Open: | 6.430 |
---|---|
High: | 6.510 |
Low: | 6.430 |
Previous Close: | 6.760 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -3.98% | ||
---|---|---|---|
1 Month | +27.90% | ||
3 Months | +75.47% | ||
YTD | +161.45% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 7.200 | 6.760 |
---|---|---|
1M High / 1M Low: | 7.200 | 3.880 |
6M High / 6M Low: | 7.200 | 2.960 |
High (YTD): | 7/8/2024 | 7.200 |
Low (YTD): | 1/3/2024 | 2.420 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 7.008 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.285 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 4.556 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 142.14% | |
Volatility 6M: | 100.24% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |