HSBC WAR. CALL 12/25 BNP/ DE000HS3VMC1 /
| 04/10/2024 21:35:57 | Chg.+0.0500 | Bid21:58:47 | Ask21:58:47 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6500EUR | +8.33% | 0.6500 Bid Size: 50,000 |
0.6700 Ask Size: 50,000 |
BNP PARIBAS INH. ... | 60.00 EUR | 19/12/2025 | Call |
Master data
| WKN: | HS3VMC |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | BNP PARIBAS INH. EO 2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 EUR |
| Maturity: | 19/12/2025 |
| Issue date: | 22/12/2023 |
| Last trading day: | 18/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.08 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.78 |
|---|---|
| Intrinsic value: | 0.09 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.23 |
| Parity: | 0.09 |
| Time value: | 0.58 |
| Break-even: | 66.70 |
| Moneyness: | 1.01 |
| Premium: | 0.10 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.02 |
| Spread %: | 3.08% |
| Delta: | 0.64 |
| Theta: | -0.01 |
| Omega: | 5.83 |
| Rho: | 0.39 |
Quote data
| Open: | 0.5900 |
|---|---|
| High: | 0.6500 |
| Low: | 0.5900 |
| Previous Close: | 0.6000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -18.75% | ||
|---|---|---|---|
| 1 Month | -13.33% | ||
| 3 Months | -32.99% | ||
| YTD | -23.53% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6900 | 0.6000 |
|---|---|---|
| 1M High / 1M Low: | 0.9700 | 0.6000 |
| 6M High / 6M Low: | 1.3800 | 0.6000 |
| High (YTD): | 20/05/2024 | 1.3800 |
| Low (YTD): | 09/02/2024 | 0.2900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7943 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9112 | |
| Avg. volume 6M: | 32.9302 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 111.31% | |
| Volatility 6M: | 105.87% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
