HSBC WAR. CALL 09/24 MTX/ DE000HS3S1R0 /
| 2024-07-10 1:35:17 PM | Chg.-0.250 | Bid1:53:35 PM | Ask1:53:35 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.510EUR | -3.70% | 6.480 Bid Size: 25,000 |
6.630 Ask Size: 25,000 |
MTU AERO ENGINES NA ... | 185.00 EUR | 2024-09-18 | 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: | 2024-09-18 |
| Issue date: | 2023-12-18 |
| Last trading day: | 2024-09-17 |
| 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): | 2024-07-08 | 7.200 |
| Low (YTD): | 2024-01-03 | 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: | - |
