HSBC WAR. CALL 12/28 BMW/ DE000HS3RTY8 /
8/23/2024 9:36:43 PM | Chg.+0.0200 | Bid9:59:44 PM | Ask9:59:44 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4200EUR | +5.00% | 0.4200 Bid Size: 20,000 |
0.4700 Ask Size: 20,000 |
BAY.MOTOREN WERKE AG... | 125.00 EUR | 12/13/2028 | Call |
Master data
WKN: | HS3RTY |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | BAY.MOTOREN WERKE AG ST |
Type: | Warrant |
Option type: | Call |
Strike price: | 125.00 EUR |
Maturity: | 12/13/2028 |
Issue date: | 12/18/2023 |
Last trading day: | 12/12/2028 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 17.97 |
Leverage: | Yes |
Calculated values
Fair value: | 0.81 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.17 |
Historic volatility: | 0.22 |
Parity: | -4.05 |
Time value: | 0.47 |
Break-even: | 129.70 |
Moneyness: | 0.68 |
Premium: | 0.54 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.05 |
Spread %: | 11.90% |
Delta: | 0.30 |
Theta: | -0.01 |
Omega: | 5.43 |
Rho: | 0.90 |
Quote data
Open: | 0.3900 |
---|---|
High: | 0.4200 |
Low: | 0.3900 |
Previous Close: | 0.4000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +2.44% | ||
---|---|---|---|
1 Month | -22.22% | ||
3 Months | -41.67% | ||
YTD | -58.82% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4200 | 0.4000 |
---|---|---|
1M High / 1M Low: | 0.5400 | 0.2900 |
6M High / 6M Low: | 1.4600 | 0.2900 |
High (YTD): | 4/8/2024 | 1.4600 |
Low (YTD): | 8/13/2024 | 0.2900 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.4100 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3810 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.8252 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 119.17% | |
Volatility 6M: | 89.22% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |