HSBC WAR. CALL 12/28 ALV/ DE000HS3RTK7 /
| 7/30/2024 9:37:35 AM | Chg.0.0000 | Bid10:12:48 AM | Ask10:12:48 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.1100EUR | 0.00% | 3.0900 Bid Size: 50,000 |
3.1400 Ask Size: 50,000 |
ALLIANZ SE NA O.N. | 270.00 EUR | 12/13/2028 | Call |
Master data
| WKN: | HS3RTK |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | ALLIANZ SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 270.00 EUR |
| Maturity: | 12/13/2028 |
| Issue date: | 12/18/2023 |
| Last trading day: | 12/12/2028 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.71 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.06 |
| Historic volatility: | 0.15 |
| Parity: | -1.12 |
| Time value: | 3.14 |
| Break-even: | 301.40 |
| Moneyness: | 0.96 |
| Premium: | 0.16 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.07 |
| Spread %: | 2.28% |
| Delta: | 0.84 |
| Theta: | -0.02 |
| Omega: | 6.89 |
| Rho: | 8.09 |
Quote data
| Open: | 3.0600 |
|---|---|
| High: | 3.1100 |
| Low: | 3.0600 |
| Previous Close: | 3.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.89% | ||
|---|---|---|---|
| 1 Month | -4.60% | ||
| 3 Months | -7.72% | ||
| YTD | +42.01% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.2700 | 3.0600 |
|---|---|---|
| 1M High / 1M Low: | 3.5500 | 3.0600 |
| 6M High / 6M Low: | 4.0000 | 2.2500 |
| High (YTD): | 6/3/2024 | 4.0000 |
| Low (YTD): | 1/11/2024 | 2.2000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.1500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.2967 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.2009 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 56.10% | |
| Volatility 6M: | 68.97% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
