HSBC Call 110 MOR 18.12.2024/  DE000HS67ZH3  /

EUWAX
2024-05-21  8:29:56 AM Chg.- Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
0.510EUR - -
Bid Size: -
-
Ask Size: -
MORPHOSYS AG O.N. 110.00 - 2024-12-18 Call
 

Master data

WKN: HS67ZH
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: MORPHOSYS AG O.N.
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2024-12-18
Issue date: 2024-04-25
Last trading day: 2024-05-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.46
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.79
Parity: -4.14
Time value: 0.51
Break-even: 115.10
Moneyness: 0.62
Premium: 0.68
Premium p.a.: 1.59
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.28
Theta: -0.03
Omega: 3.84
Rho: 0.08
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.520
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+6.25%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.560 0.450
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.500
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   67.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -