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: | - |
