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: | - |
