HSBC WAR. CALL 12/26 FRE/ DE000HS3RZG2 /
| 2024-06-28 9:35:12 PM | Chg.0.0000 | Bid9:58:45 PM | Ask9:58:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5500EUR | 0.00% | 0.5100 Bid Size: 20,000 |
0.5500 Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... | 28.00 - | 2026-12-16 | Call |
Master data
| WKN: | HS3RZG |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | FRESENIUS SE+CO.KGAA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 28.00 - |
| Maturity: | 2026-12-16 |
| Issue date: | 2023-12-18 |
| Last trading day: | 2026-12-15 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.53 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.24 |
| Parity: | -0.01 |
| Time value: | 0.55 |
| Break-even: | 33.50 |
| Moneyness: | 1.00 |
| Premium: | 0.20 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.04 |
| Spread %: | 7.84% |
| Delta: | 0.66 |
| Theta: | 0.00 |
| Omega: | 3.35 |
| Rho: | 0.32 |
Quote data
| Open: | 0.5500 |
|---|---|
| High: | 0.5500 |
| Low: | 0.5500 |
| Previous Close: | 0.5500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.79% | ||
|---|---|---|---|
| 1 Month | -9.84% | ||
| 3 Months | +41.03% | ||
| YTD | -14.06% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5500 | 0.5500 |
|---|---|---|
| 1M High / 1M Low: | 0.6900 | 0.5500 |
| 6M High / 6M Low: | 0.6900 | 0.3800 |
| High (YTD): | 2024-06-10 | 0.6900 |
| Low (YTD): | 2024-04-03 | 0.3800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6130 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5155 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 44.38% | |
| Volatility 6M: | 54.24% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
