HSBC WAR. CALL 12/25 BNP/ DE000HS3VMB3 /
| 2024-10-04 9:35:49 PM | Chg.+0.0600 | Bid9:58:10 PM | Ask9:58:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9500EUR | +6.74% | 0.9500 Bid Size: 50,000 |
0.9700 Ask Size: 50,000 |
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: | 6.27 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.07 |
|---|---|
| Intrinsic value: | 0.59 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.23 |
| Parity: | 0.59 |
| Time value: | 0.38 |
| Break-even: | 64.70 |
| Moneyness: | 1.11 |
| Premium: | 0.06 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.02 |
| Spread %: | 2.11% |
| Delta: | 0.78 |
| Theta: | -0.01 |
| Omega: | 4.92 |
| Rho: | 0.46 |
Quote data
| Open: | 0.8800 |
|---|---|
| High: | 0.9500 |
| Low: | 0.8800 |
| Previous Close: | 0.8900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.67% | ||
|---|---|---|---|
| 1 Month | -20.17% | ||
| 3 Months | -26.92% | ||
| YTD | -16.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0000 | 0.8900 |
|---|---|---|
| 1M High / 1M Low: | 1.3100 | 0.8900 |
| 6M High / 6M Low: | 1.7800 | 0.8500 |
| High (YTD): | 2024-05-20 | 1.7800 |
| Low (YTD): | 2024-02-09 | 0.4400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1209 | |
| Avg. volume 1M: | 227.2727 | |
| Avg. price 6M: | 1.2247 | |
| Avg. volume 6M: | 38.4615 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 102.31% | |
| Volatility 6M: | 92.66% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
