HSBC WAR. CALL 12/25 BNP/ DE000HS3VMB3 /
| 2024-07-26 3:36:28 PM | Chg.-0.0300 | Bid4:13:21 PM | Ask4:13:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3100EUR | -2.24% | 1.3200 Bid Size: 10,000 |
1.3400 Ask Size: 10,000 |
BNP PARIBAS INH. ... | 55.00 EUR | 2025-12-19 | Call |
Master data
| WKN: | HS3VMB |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | BNP PARIBAS INH. EO 2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 EUR |
| Maturity: | 2025-12-19 |
| Issue date: | 2023-12-22 |
| Last trading day: | 2025-12-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.71 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.43 |
|---|---|
| Intrinsic value: | 0.96 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.23 |
| Parity: | 0.96 |
| Time value: | 0.41 |
| Break-even: | 68.70 |
| Moneyness: | 1.17 |
| Premium: | 0.06 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.04 |
| Spread %: | 3.01% |
| Delta: | 0.84 |
| Theta: | -0.01 |
| Omega: | 3.97 |
| Rho: | 0.57 |
Quote data
| Open: | 1.3400 |
|---|---|
| High: | 1.3400 |
| Low: | 1.3100 |
| Previous Close: | 1.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.17% | ||
|---|---|---|---|
| 1 Month | +23.58% | ||
| 3 Months | 0.00% | ||
| YTD | +14.91% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3400 | 1.2000 |
|---|---|---|
| 1M High / 1M Low: | 1.3400 | 1.0000 |
| 6M High / 6M Low: | 1.7800 | 0.4400 |
| High (YTD): | 2024-05-20 | 1.7800 |
| Low (YTD): | 2024-02-09 | 0.4400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1891 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1096 | |
| Avg. volume 6M: | 30.8819 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 97.23% | |
| Volatility 6M: | 104.41% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
