HSBC WAR. CALL 12/28 BMW/ DE000HS3RU12 /
26/08/2024 08:00:23 | Chg.-0.0100 | Bid09:16:16 | Ask09:16:16 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3000EUR | -3.23% | 0.3100 Bid Size: 100,000 |
0.3400 Ask Size: 100,000 |
BAY.MOTOREN WERKE AG... | 140.00 EUR | 13/12/2028 | Call |
Master data
WKN: | HS3RU1 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | BAY.MOTOREN WERKE AG ST |
Type: | Warrant |
Option type: | Call |
Strike price: | 140.00 EUR |
Maturity: | 13/12/2028 |
Issue date: | 18/12/2023 |
Last trading day: | 12/12/2028 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 24.13 |
Leverage: | Yes |
Calculated values
Fair value: | 0.57 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.18 |
Historic volatility: | 0.22 |
Parity: | -5.55 |
Time value: | 0.35 |
Break-even: | 143.50 |
Moneyness: | 0.60 |
Premium: | 0.70 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.05 |
Spread %: | 16.67% |
Delta: | 0.23 |
Theta: | 0.00 |
Omega: | 5.48 |
Rho: | 0.68 |
Quote data
Open: | 0.3000 |
---|---|
High: | 0.3000 |
Low: | 0.3000 |
Previous Close: | 0.3100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -21.05% | ||
3 Months | -41.18% | ||
YTD | -60.00% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3100 | 0.2900 |
---|---|---|
1M High / 1M Low: | 0.3800 | 0.1900 |
6M High / 6M Low: | 1.0800 | 0.1900 |
High (YTD): | 09/04/2024 | 1.0800 |
Low (YTD): | 13/08/2024 | 0.1900 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.3000 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2657 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.5915 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 159.26% | |
Volatility 6M: | 100.45% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |