HSBC WAR. CALL 12/26 FRE/ DE000HS3RZJ6 /
| 28/06/2024 21:36:06 | Chg.0.0000 | Bid21:58:45 | Ask21:58:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | 0.00% | 0.3500 Bid Size: 20,000 |
0.3900 Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... | 32.00 - | 16/12/2026 | Call |
Master data
| WKN: | HS3RZJ |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | FRESENIUS SE+CO.KGAA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 32.00 - |
| Maturity: | 16/12/2026 |
| Issue date: | 18/12/2023 |
| Last trading day: | 15/12/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.37 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.24 |
| Parity: | -0.41 |
| Time value: | 0.39 |
| Break-even: | 35.90 |
| Moneyness: | 0.87 |
| Premium: | 0.29 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.04 |
| Spread %: | 11.43% |
| Delta: | 0.53 |
| Theta: | 0.00 |
| Omega: | 3.81 |
| Rho: | 0.27 |
Quote data
| Open: | 0.3900 |
|---|---|
| High: | 0.3900 |
| Low: | 0.3900 |
| Previous Close: | 0.3900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.50% | ||
|---|---|---|---|
| 1 Month | -13.33% | ||
| 3 Months | +44.44% | ||
| YTD | -17.02% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3900 | 0.3900 |
|---|---|---|
| 1M High / 1M Low: | 0.5200 | 0.3900 |
| 6M High / 6M Low: | 0.5200 | 0.2700 |
| High (YTD): | 10/06/2024 | 0.5200 |
| Low (YTD): | 04/04/2024 | 0.2700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4491 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3754 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 51.78% | |
| Volatility 6M: | 58.21% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
