HSBC WAR. CALL 06/25 FRE/ DE000HS0JEY3 /
2024-09-26 9:36:18 AM | Chg.0.0000 | Bid10:56:40 AM | Ask10:56:40 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3900EUR | 0.00% | 0.3900 Bid Size: 20,000 |
0.4000 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: | - |