HSBC WAR. CALL 09/24 MTX/ DE000HS3S1W0 /
| 7/10/2024 1:35:09 PM | Chg.-0.2100 | Bid1:56:28 PM | Ask1:56:28 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.3200EUR | -5.95% | 3.2700 Bid Size: 25,000 |
3.3900 Ask Size: 25,000 |
MTU AERO ENGINES NA ... | 220.00 EUR | 9/18/2024 | Call |
Master data
| WKN: | HS3S1W |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | MTU AERO ENGINES NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 EUR |
| Maturity: | 9/18/2024 |
| Issue date: | 12/18/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.27 |
|---|---|
| Intrinsic value: | 2.92 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.27 |
| Parity: | 2.92 |
| Time value: | 0.63 |
| Break-even: | 255.50 |
| Moneyness: | 1.13 |
| Premium: | 0.03 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.19 |
| Spread %: | 5.65% |
| Delta: | 0.81 |
| Theta: | -0.10 |
| Omega: | 5.67 |
| Rho: | 0.32 |
Quote data
| Open: | 3.2400 |
|---|---|
| High: | 3.3200 |
| Low: | 3.2400 |
| Previous Close: | 3.5300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.26% | ||
|---|---|---|---|
| 1 Month | +51.60% | ||
| 3 Months | +115.58% | ||
| YTD | +277.27% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.9200 | 3.5300 |
|---|---|---|
| 1M High / 1M Low: | 3.9200 | 1.3500 |
| 6M High / 6M Low: | 3.9200 | 1.1100 |
| High (YTD): | 7/8/2024 | 3.9200 |
| Low (YTD): | 1/3/2024 | 0.8500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.7620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3750 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.0183 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 273.41% | |
| Volatility 6M: | 170.64% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
