HSBC WAR. CALL 12/26 FRE/ DE000HS3RZN8 /
| 11/15/2024 9:36:30 PM | Chg.+0.0080 | Bid9:59:44 PM | Ask9:59:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1820EUR | +4.60% | 0.1810 Bid Size: 20,000 |
0.2200 Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... | 42.00 - | 12/16/2026 | Call |
Master data
| WKN: | HS3RZN |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | FRESENIUS SE+CO.KGAA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 42.00 - |
| Maturity: | 12/16/2026 |
| Issue date: | 12/18/2023 |
| Last trading day: | 12/15/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.20 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.21 |
| Parity: | -0.86 |
| Time value: | 0.22 |
| Break-even: | 44.20 |
| Moneyness: | 0.79 |
| Premium: | 0.32 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.04 |
| Spread %: | 21.55% |
| Delta: | 0.36 |
| Theta: | 0.00 |
| Omega: | 5.44 |
| Rho: | 0.20 |
Quote data
| Open: | 0.1580 |
|---|---|
| High: | 0.1820 |
| Low: | 0.1580 |
| Previous Close: | 0.1740 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.27% | ||
|---|---|---|---|
| 1 Month | -24.17% | ||
| 3 Months | -13.33% | ||
| YTD | -17.27% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2100 | 0.1740 |
|---|---|---|
| 1M High / 1M Low: | 0.2800 | 0.1740 |
| 6M High / 6M Low: | 0.3100 | 0.1560 |
| High (YTD): | 9/13/2024 | 0.3100 |
| Low (YTD): | 4/5/2024 | 0.1150 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1886 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2306 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2151 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 134.25% | |
| Volatility 6M: | 89.06% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
