HSBC WAR. CALL 12/24 WMT/ DE000HS2RQS8 /
30/08/2024 13:36:04 | Chg.0.0000 | Bid15:25:47 | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.8600EUR | 0.00% | 3.8700 Bid Size: 16,670 |
- Ask Size: - |
Walmart Inc | 63.3333 USD | 20/12/2024 | Call |
Master data
WKN: | HS2RQS |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Walmart Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 63.33 USD |
Maturity: | 20/12/2024 |
Issue date: | 31/10/2023 |
Last trading day: | 19/12/2024 |
Ratio: | 3.33:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 5.49 |
Leverage: | Yes |
Calculated values
Fair value: | 3.74 |
---|---|
Intrinsic value: | 3.54 |
Implied volatility: | 0.21 |
Historic volatility: | 0.16 |
Parity: | 3.54 |
Time value: | 0.23 |
Break-even: | 69.73 |
Moneyness: | 1.21 |
Premium: | 0.01 |
Premium p.a.: | 0.04 |
Spread abs.: | -0.12 |
Spread %: | -3.08% |
Delta: | 0.96 |
Theta: | -0.01 |
Omega: | 5.28 |
Rho: | 0.16 |
Quote data
Open: | 3.8600 |
---|---|
High: | 3.8600 |
Low: | 3.8400 |
Previous Close: | 3.8600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +5.75% | ||
---|---|---|---|
1 Month | +69.30% | ||
3 Months | +152.29% | ||
YTD | +1231.03% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.8600 | 3.6500 |
---|---|---|
1M High / 1M Low: | 3.8600 | 1.9200 |
6M High / 6M Low: | 3.8600 | 0.7300 |
High (YTD): | 29/08/2024 | 3.8600 |
Low (YTD): | 05/01/2024 | 0.2600 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.7540 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.7770 | |
Avg. volume 1M: | .4348 | |
Avg. price 6M: | 1.7183 | |
Avg. volume 6M: | .0781 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 187.26% | |
Volatility 6M: | 167.15% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |