HSBC WAR. CALL 12/25 LOR/ DE000HS1R3P3 /
| 2024-07-05 9:37:12 PM | Chg.+0.090 | Bid9:59:58 PM | Ask9:59:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.450EUR | +1.68% | 5.410 Bid Size: 10,000 |
5.490 Ask Size: 10,000 |
L OREAL INH. E... | 400.00 - | 2025-12-17 | Call |
Master data
| WKN: | HS1R3P |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | L OREAL INH. EO 0,2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 400.00 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2023-09-06 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.34 |
|---|---|
| Intrinsic value: | 1.01 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.19 |
| Parity: | 1.01 |
| Time value: | 4.49 |
| Break-even: | 454.90 |
| Moneyness: | 1.03 |
| Premium: | 0.11 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.08 |
| Spread %: | 1.48% |
| Delta: | 0.67 |
| Theta: | -0.06 |
| Omega: | 5.01 |
| Rho: | 3.19 |
Quote data
| Open: | 5.360 |
|---|---|
| High: | 5.490 |
| Low: | 5.360 |
| Previous Close: | 5.360 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.80% | ||
|---|---|---|---|
| 1 Month | -39.85% | ||
| 3 Months | -10.07% | ||
| YTD | -42.81% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.820 | 5.240 |
|---|---|---|
| 1M High / 1M Low: | 9.060 | 5.240 |
| 6M High / 6M Low: | 9.670 | 5.240 |
| High (YTD): | 2024-02-05 | 9.670 |
| Low (YTD): | 2024-07-03 | 5.240 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.442 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.354 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.979 | |
| Avg. volume 6M: | 17.055 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 94.24% | |
| Volatility 6M: | 85.62% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
