HSBC WAR. CALL 12/26 FRE/ DE000HS3RZJ6 /
| 18/10/2024 21:37:38 | Chg.-0.0200 | Bid21:59:19 | Ask21:59:19 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6000EUR | -3.23% | 0.6000 Bid Size: 20,000 |
0.6400 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: | 5.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.59 |
|---|---|
| Intrinsic value: | 0.14 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.21 |
| Parity: | 0.14 |
| Time value: | 0.50 |
| Break-even: | 38.30 |
| Moneyness: | 1.04 |
| Premium: | 0.15 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.04 |
| Spread %: | 6.78% |
| Delta: | 0.69 |
| Theta: | 0.00 |
| Omega: | 3.65 |
| Rho: | 0.36 |
Quote data
| Open: | 0.5900 |
|---|---|
| High: | 0.6000 |
| Low: | 0.5900 |
| Previous Close: | 0.6200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.76% | ||
|---|---|---|---|
| 1 Month | -13.04% | ||
| 3 Months | +30.43% | ||
| YTD | +27.66% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6400 | 0.6000 |
|---|---|---|
| 1M High / 1M Low: | 0.6900 | 0.6000 |
| 6M High / 6M Low: | 0.7300 | 0.3500 |
| High (YTD): | 13/09/2024 | 0.7300 |
| Low (YTD): | 04/04/2024 | 0.2700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6423 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5158 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 50.41% | |
| Volatility 6M: | 60.07% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
