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: | - |
