HSBC WAR. CALL 12/28 BMW/ DE000HS3RTU6 /
| 04/11/2024 21:36:21 | Chg.+0.0200 | Bid21:59:05 | Ask21:59:05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4100EUR | +5.13% | 0.3700 Bid Size: 20,000 |
0.4300 Ask Size: 20,000 |
BAY.MOTOREN WERKE AG... | 105.00 EUR | 13/12/2028 | Call |
Master data
| WKN: | HS3RTU |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | BAY.MOTOREN WERKE AG ST |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 105.00 EUR |
| Maturity: | 13/12/2028 |
| Issue date: | 18/12/2023 |
| Last trading day: | 12/12/2028 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 17.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.89 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.26 |
| Parity: | -3.18 |
| Time value: | 0.43 |
| Break-even: | 109.30 |
| Moneyness: | 0.70 |
| Premium: | 0.49 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.06 |
| Spread %: | 16.22% |
| Delta: | 0.31 |
| Theta: | 0.00 |
| Omega: | 5.30 |
| Rho: | 0.76 |
Quote data
| Open: | 0.3800 |
|---|---|
| High: | 0.4100 |
| Low: | 0.3800 |
| Previous Close: | 0.3900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -21.15% | ||
|---|---|---|---|
| 1 Month | -26.79% | ||
| 3 Months | -36.92% | ||
| YTD | -73.72% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5200 | 0.3900 |
|---|---|---|
| 1M High / 1M Low: | 0.5700 | 0.3900 |
| 6M High / 6M Low: | 1.5600 | 0.3300 |
| High (YTD): | 08/04/2024 | 2.2100 |
| Low (YTD): | 10/09/2024 | 0.3300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4952 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8110 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 93.59% | |
| Volatility 6M: | 106.77% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
