HSBC WAR. CALL 12/26 FRE/ DE000HS3RZN8 /
11/13/2024 11:36:51 AM | Chg.-0.0110 | Bid1:27:57 PM | Ask1:27:57 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1830EUR | -5.67% | 0.1750 Bid Size: 50,000 |
0.2000 Ask Size: 50,000 |
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: | 15.07 |
Leverage: | Yes |
Calculated values
Fair value: | 0.19 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.21 |
Parity: | -0.88 |
Time value: | 0.22 |
Break-even: | 44.20 |
Moneyness: | 0.79 |
Premium: | 0.33 |
Premium p.a.: | 0.15 |
Spread abs.: | 0.04 |
Spread %: | 24.29% |
Delta: | 0.36 |
Theta: | 0.00 |
Omega: | 5.38 |
Rho: | 0.20 |
Quote data
Open: | 0.1740 |
---|---|
High: | 0.1830 |
Low: | 0.1740 |
Previous Close: | 0.1940 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -34.64% | ||
---|---|---|---|
1 Month | -26.80% | ||
3 Months | -2.66% | ||
YTD | -16.82% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2800 | 0.1940 |
---|---|---|
1M High / 1M Low: | 0.2800 | 0.1940 |
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: | 0.2288 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2397 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2153 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 131.53% | |
Volatility 6M: | 88.61% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |