HSBC WAR. CALL 12/25 SQU/ DE000HS3VPR2 /
| 2024-07-31 9:37:14 PM | Chg.-0.0500 | Bid9:59:41 PM | Ask9:59:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9600EUR | -4.95% | 0.9400 Bid Size: 10,000 |
0.9600 Ask Size: 10,000 |
VINCI S.A. INH. EO... | 110.00 EUR | 2025-12-19 | Call |
Master data
| WKN: | HS3VPR |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | VINCI S.A. INH. EO 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 EUR |
| Maturity: | 2025-12-19 |
| Issue date: | 2023-12-22 |
| Last trading day: | 2025-12-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.35 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.94 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.17 |
| Parity: | -0.34 |
| Time value: | 1.03 |
| Break-even: | 120.30 |
| Moneyness: | 0.97 |
| Premium: | 0.13 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.02 |
| Spread %: | 1.98% |
| Delta: | 0.58 |
| Theta: | -0.01 |
| Omega: | 5.98 |
| Rho: | 0.71 |
Quote data
| Open: | 1.0700 |
|---|---|
| High: | 1.0700 |
| Low: | 0.9600 |
| Previous Close: | 1.0100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.03% | ||
|---|---|---|---|
| 1 Month | +39.13% | ||
| 3 Months | -30.43% | ||
| YTD | -44.19% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0900 | 0.9200 |
|---|---|---|
| 1M High / 1M Low: | 1.0900 | 0.7900 |
| 6M High / 6M Low: | 2.0000 | 0.6900 |
| High (YTD): | 2024-02-07 | 2.0000 |
| Low (YTD): | 2024-06-28 | 0.6900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9960 | |
| Avg. volume 1W: | 400 | |
| Avg. price 1M: | 0.9464 | |
| Avg. volume 1M: | 90.9091 | |
| Avg. price 6M: | 1.4332 | |
| Avg. volume 6M: | 31.5591 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 106.81% | |
| Volatility 6M: | 94.55% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
