HSBC WAR. CALL 12/25 LOR/ DE000HS1R3P3 /
| 9/5/2024 9:36:52 PM | Chg.-0.1100 | Bid9:58:43 PM | Ask9:58:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.6400EUR | -2.93% | 3.5800 Bid Size: 25,000 |
3.6600 Ask Size: 25,000 |
L OREAL INH. E... | 400.00 - | 12/17/2025 | 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: | 12/17/2025 |
| Issue date: | 9/6/2023 |
| Last trading day: | 12/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.85 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.19 |
| Parity: | -0.86 |
| Time value: | 3.80 |
| Break-even: | 438.00 |
| Moneyness: | 0.98 |
| Premium: | 0.12 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.08 |
| Spread %: | 2.15% |
| Delta: | 0.59 |
| Theta: | -0.05 |
| Omega: | 6.05 |
| Rho: | 2.46 |
Quote data
| Open: | 3.6800 |
|---|---|
| High: | 3.8600 |
| Low: | 3.6400 |
| Previous Close: | 3.7500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.65% | ||
|---|---|---|---|
| 1 Month | -7.61% | ||
| 3 Months | -60.26% | ||
| YTD | -61.80% | ||
| 1 Year | -42.86% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.1200 | 3.6400 |
|---|---|---|
| 1M High / 1M Low: | 4.1600 | 3.1800 |
| 6M High / 6M Low: | 9.3400 | 3.1800 |
| High (YTD): | 2/5/2024 | 9.6700 |
| Low (YTD): | 8/13/2024 | 3.1800 |
| 52W High: | 2/5/2024 | 9.6700 |
| 52W Low: | 8/13/2024 | 3.1800 |
| Avg. price 1W: | 3.9320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.7565 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 6.6011 | |
| Avg. volume 6M: | 8.5271 | |
| Avg. price 1Y: | 7.1347 | |
| Avg. volume 1Y: | 20.9023 | |
| Volatility 1M: | 75.03% | |
| Volatility 6M: | 85.76% | |
| Volatility 1Y: | 82.25% | |
| Volatility 3Y: | - |
