HSBC WAR. CALL 12/26 FRE/ DE000HS3RZN8 /
06/09/2024 21:37:03 | Chg.-0.0100 | Bid21:58:07 | Ask21:58:07 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2600EUR | -3.70% | 0.2300 Bid Size: 20,000 |
0.2700 Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... | 42.00 - | 16/12/2026 | 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: | 16/12/2026 |
Issue date: | 18/12/2023 |
Last trading day: | 15/12/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 11.27 |
Leverage: | Yes |
Calculated values
Fair value: | 0.30 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.24 |
Historic volatility: | 0.23 |
Parity: | -0.82 |
Time value: | 0.30 |
Break-even: | 45.00 |
Moneyness: | 0.80 |
Premium: | 0.33 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.04 |
Spread %: | 15.38% |
Delta: | 0.42 |
Theta: | 0.00 |
Omega: | 4.70 |
Rho: | 0.25 |
Quote data
Open: | 0.2600 |
---|---|
High: | 0.2600 |
Low: | 0.2600 |
Previous Close: | 0.2700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +36.84% | ||
3 Months | +18.18% | ||
YTD | +18.18% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2700 | 0.2600 |
---|---|---|
1M High / 1M Low: | 0.2700 | 0.1840 |
6M High / 6M Low: | 0.2700 | 0.1150 |
High (YTD): | 05/09/2024 | 0.2700 |
Low (YTD): | 05/04/2024 | 0.1150 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2620 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2280 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1768 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 44.27% | |
Volatility 6M: | 69.63% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |