HSBC WAR. CALL 12/26 FRE/ DE000HS3RZM0 /
| 11/10/2024 21:37:03 | Chg.-0.0200 | Bid21:59:10 | Ask21:59:10 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3000EUR | -6.25% | 0.2800 Bid Size: 20,000 |
0.3200 Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... | 40.00 - | 16/12/2026 | 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: | 16/12/2026 |
| Issue date: | 18/12/2023 |
| Last trading day: | 15/12/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.29 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.22 |
| Parity: | -0.65 |
| Time value: | 0.32 |
| Break-even: | 43.20 |
| Moneyness: | 0.84 |
| Premium: | 0.29 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.04 |
| Spread %: | 14.29% |
| Delta: | 0.45 |
| Theta: | 0.00 |
| Omega: | 4.69 |
| Rho: | 0.26 |
Quote data
| Open: | 0.2900 |
|---|---|
| High: | 0.3000 |
| Low: | 0.2900 |
| Previous Close: | 0.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.09% | ||
|---|---|---|---|
| 1 Month | -18.92% | ||
| 3 Months | +55.44% | ||
| YTD | +15.38% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3200 | 0.3000 |
|---|---|---|
| 1M High / 1M Low: | 0.3700 | 0.2900 |
| 6M High / 6M Low: | 0.3700 | 0.1430 |
| High (YTD): | 13/09/2024 | 0.3700 |
| Low (YTD): | 05/04/2024 | 0.1360 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3200 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2486 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 74.59% | |
| Volatility 6M: | 76.93% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
