HSBC WAR. CALL 12/26 FRE/ DE000HS3RZJ6 /
| 2024-07-10 9:35:16 PM | Chg.0.0000 | Bid9:55:23 PM | Ask9:55:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4100EUR | 0.00% | 0.3800 Bid Size: 20,000 |
0.4200 Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... | 32.00 - | 2026-12-16 | 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: | 2026-12-16 |
| Issue date: | 2023-12-18 |
| Last trading day: | 2026-12-15 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.40 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.24 |
| Parity: | -0.32 |
| Time value: | 0.42 |
| Break-even: | 36.20 |
| Moneyness: | 0.90 |
| Premium: | 0.26 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.04 |
| Spread %: | 10.53% |
| Delta: | 0.56 |
| Theta: | 0.00 |
| Omega: | 3.83 |
| Rho: | 0.29 |
Quote data
| Open: | 0.4100 |
|---|---|
| High: | 0.4100 |
| Low: | 0.4100 |
| Previous Close: | 0.4100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.13% | ||
|---|---|---|---|
| 1 Month | -21.15% | ||
| 3 Months | +36.67% | ||
| YTD | -12.77% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4200 | 0.3900 |
|---|---|---|
| 1M High / 1M Low: | 0.5200 | 0.3900 |
| 6M High / 6M Low: | 0.5200 | 0.2700 |
| High (YTD): | 2024-06-10 | 0.5200 |
| Low (YTD): | 2024-04-04 | 0.2700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4245 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3709 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 48.53% | |
| Volatility 6M: | 58.95% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
