HSBC WAR. CALL 06/25 FRE/ DE000HS0JEY3 /
| 2024-09-26 11:36:14 AM | Chg.0.0000 | Bid2024-09-26 | Ask2024-09-26 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | 0.00% | 0.3800 Bid Size: 20,000 |
0.3900 Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... | 32.00 - | 2025-06-18 | Call |
Master data
| WKN: | HS0JEY |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | FRESENIUS SE+CO.KGAA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 32.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-15 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.37 |
|---|---|
| Intrinsic value: | 0.13 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.23 |
| Parity: | 0.13 |
| Time value: | 0.27 |
| Break-even: | 36.00 |
| Moneyness: | 1.04 |
| Premium: | 0.08 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.02 |
| Spread %: | 5.26% |
| Delta: | 0.66 |
| Theta: | -0.01 |
| Omega: | 5.46 |
| Rho: | 0.13 |
Quote data
| Open: | 0.3900 |
|---|---|
| High: | 0.3900 |
| Low: | 0.3900 |
| Previous Close: | 0.3900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.22% | ||
|---|---|---|---|
| 1 Month | +2.63% | ||
| 3 Months | +116.67% | ||
| YTD | +34.48% | ||
| 1 Year | 0.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4600 | 0.3900 |
|---|---|---|
| 1M High / 1M Low: | 0.5100 | 0.3800 |
| 6M High / 6M Low: | 0.5100 | 0.1170 |
| High (YTD): | 2024-09-13 | 0.5100 |
| Low (YTD): | 2024-04-03 | 0.1170 |
| 52W High: | 2024-09-13 | 0.5100 |
| 52W Low: | 2024-04-03 | 0.1170 |
| Avg. price 1W: | 0.4100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4296 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2696 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2471 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 91.27% | |
| Volatility 6M: | 108.86% | |
| Volatility 1Y: | 107.85% | |
| Volatility 3Y: | - |
