HSBC WAR. CALL 12/26 FRE/ DE000HS3RZM0 /
| 7/10/2024 9:35:40 PM | Chg.0.0000 | Bid9:57:29 PM | Ask9:57:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1990EUR | 0.00% | 0.1670 Bid Size: 20,000 |
0.2100 Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... | 40.00 - | 12/16/2026 | Call |
Master data
| WKN: | HS3RZM |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | FRESENIUS SE+CO.KGAA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 12/16/2026 |
| Issue date: | 12/18/2023 |
| Last trading day: | 12/15/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.71 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.19 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.24 |
| Parity: | -1.12 |
| Time value: | 0.21 |
| Break-even: | 42.10 |
| Moneyness: | 0.72 |
| Premium: | 0.46 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.04 |
| Spread %: | 24.26% |
| Delta: | 0.34 |
| Theta: | 0.00 |
| Omega: | 4.66 |
| Rho: | 0.19 |
Quote data
| Open: | 0.1990 |
|---|---|
| High: | 0.1990 |
| Low: | 0.1990 |
| Previous Close: | 0.1990 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.19% | ||
|---|---|---|---|
| 1 Month | -23.46% | ||
| 3 Months | +39.16% | ||
| YTD | -23.46% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1990 | 0.1910 |
|---|---|---|
| 1M High / 1M Low: | 0.2600 | 0.1910 |
| 6M High / 6M Low: | 0.2600 | 0.1360 |
| High (YTD): | 1/5/2024 | 0.2700 |
| Low (YTD): | 4/5/2024 | 0.1360 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1958 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2128 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1880 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 54.98% | |
| Volatility 6M: | 62.58% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
