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: | - |