HSBC WAR. CALL 12/26 FRE/ DE000HS3RZK4 /
| 15/11/2024 21:37:37 | Chg.+0.0200 | Bid21:59:57 | Ask21:59:57 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4000EUR | +5.26% | 0.4000 Bid Size: 20,000 |
0.4400 Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... | 35.00 - | 16/12/2026 | Call |
Master data
| WKN: | HS3RZK |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | FRESENIUS SE+CO.KGAA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 - |
| Maturity: | 16/12/2026 |
| Issue date: | 18/12/2023 |
| Last trading day: | 15/12/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.42 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.21 |
| Parity: | -0.16 |
| Time value: | 0.44 |
| Break-even: | 39.40 |
| Moneyness: | 0.95 |
| Premium: | 0.18 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.04 |
| Spread %: | 10.00% |
| Delta: | 0.58 |
| Theta: | 0.00 |
| Omega: | 4.42 |
| Rho: | 0.31 |
Quote data
| Open: | 0.3600 |
|---|---|
| High: | 0.4000 |
| Low: | 0.3600 |
| Previous Close: | 0.3800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.04% | ||
|---|---|---|---|
| 1 Month | -13.04% | ||
| 3 Months | -2.44% | ||
| YTD | +5.26% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4400 | 0.3800 |
|---|---|---|
| 1M High / 1M Low: | 0.5400 | 0.3800 |
| 6M High / 6M Low: | 0.5600 | 0.3000 |
| High (YTD): | 13/09/2024 | 0.5600 |
| Low (YTD): | 05/04/2024 | 0.2100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4609 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4150 | |
| Avg. volume 6M: | 3.8168 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 115.49% | |
| Volatility 6M: | 76.77% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
