HSBC WAR. CALL 06/25 SNW/ DE000HS3VNR7 /
| 6/19/2024 3:35:21 PM | Chg.-0.0500 | Bid6:16:31 PM | Ask6:16:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3400EUR | -3.60% | 1.2600 Bid Size: 10,000 |
1.3000 Ask Size: 10,000 |
SANOFI SA INHABER ... | 80.00 EUR | 6/20/2025 | 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: | 6/20/2025 |
| Issue date: | 12/22/2023 |
| Last trading day: | 6/19/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.52 |
|---|---|
| Intrinsic value: | 0.85 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.25 |
| Parity: | 0.85 |
| Time value: | 0.54 |
| Break-even: | 93.90 |
| Moneyness: | 1.11 |
| Premium: | 0.06 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.04 |
| Spread %: | 2.96% |
| Delta: | 0.78 |
| Theta: | -0.01 |
| Omega: | 4.96 |
| Rho: | 0.55 |
Quote data
| Open: | 1.3900 |
|---|---|
| High: | 1.3900 |
| Low: | 1.3400 |
| Previous Close: | 1.3900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.22% | ||
|---|---|---|---|
| 1 Month | -10.07% | ||
| 3 Months | +16.52% | ||
| YTD | -7.59% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4600 | 1.2500 |
|---|---|---|
| 1M High / 1M Low: | 1.7200 | 1.2500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/12/2024 | 1.9400 |
| Low (YTD): | 4/18/2024 | 1.0400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4805 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 92.60% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
