HSBC WAR. CALL 12/26 FRE/ DE000HS3RZH0 /
| 2024-08-05 3:37:10 PM | Chg.-0.0500 | Bid5:23:27 PM | Ask5:23:27 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5700EUR | -8.06% | 0.5700 Bid Size: 20,000 |
0.6100 Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... | 30.00 - | 2026-12-16 | Call |
Master data
| WKN: | HS3RZH |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | FRESENIUS SE+CO.KGAA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 - |
| Maturity: | 2026-12-16 |
| Issue date: | 2023-12-18 |
| Last trading day: | 2026-12-15 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.65 |
|---|---|
| Intrinsic value: | 0.13 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.24 |
| Parity: | 0.13 |
| Time value: | 0.50 |
| Break-even: | 36.30 |
| Moneyness: | 1.04 |
| Premium: | 0.16 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.04 |
| Spread %: | 6.78% |
| Delta: | 0.71 |
| Theta: | 0.00 |
| Omega: | 3.51 |
| Rho: | 0.37 |
Quote data
| Open: | 0.5100 |
|---|---|
| High: | 0.5700 |
| Low: | 0.5100 |
| Previous Close: | 0.6200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.94% | ||
|---|---|---|---|
| 1 Month | +14.00% | ||
| 3 Months | +16.33% | ||
| YTD | +3.64% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7200 | 0.6200 |
|---|---|---|
| 1M High / 1M Low: | 0.7200 | 0.4800 |
| 6M High / 6M Low: | 0.7200 | 0.3200 |
| High (YTD): | 2024-07-31 | 0.7200 |
| Low (YTD): | 2024-03-27 | 0.3200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5652 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4583 | |
| Avg. volume 6M: | 6.9291 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 78.95% | |
| Volatility 6M: | 65.02% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
