HSBC WAR. CALL 06/25 SNW/ DE000HS3VNR7 /
| 2024-09-19 9:37:02 PM | Chg.+0.1200 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.6600EUR | +4.72% | 2.6700 Bid Size: 50,000 |
2.7100 Ask Size: 50,000 |
SANOFI SA INHABER ... | 80.00 EUR | 2025-06-20 | Call |
Master data
| WKN: | HS3VNR |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SANOFI SA INHABER EO 2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 EUR |
| Maturity: | 2025-06-20 |
| Issue date: | 2023-12-22 |
| Last trading day: | 2025-06-19 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.99 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.59 |
|---|---|
| Intrinsic value: | 2.30 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.25 |
| Parity: | 2.30 |
| Time value: | 0.28 |
| Break-even: | 105.80 |
| Moneyness: | 1.29 |
| Premium: | 0.03 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.04 |
| Spread %: | 1.57% |
| Delta: | 0.92 |
| Theta: | -0.01 |
| Omega: | 3.68 |
| Rho: | 0.52 |
Quote data
| Open: | 2.5100 |
|---|---|
| High: | 2.6600 |
| Low: | 2.5100 |
| Previous Close: | 2.5400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.91% | ||
|---|---|---|---|
| 1 Month | +22.58% | ||
| 3 Months | +104.62% | ||
| YTD | +83.45% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5800 | 2.4700 |
|---|---|---|
| 1M High / 1M Low: | 2.8200 | 2.1700 |
| 6M High / 6M Low: | 2.8200 | 1.0400 |
| High (YTD): | 2024-09-09 | 2.8200 |
| Low (YTD): | 2024-04-18 | 1.0400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.5400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.5104 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7203 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 50.46% | |
| Volatility 6M: | 90.57% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
