HSBC WAR. CALL 06/26 RHM/ DE000HS5VLY2 /
2024-06-11 7:36:46 PM | Chg.-0.0300 | Bid7:54:42 PM | Ask7:54:42 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7500EUR | -3.85% | 0.7300 Bid Size: 50,000 |
0.7500 Ask Size: 50,000 |
RHEINMETALL AG | 640.00 EUR | 2026-06-17 | Call |
Master data
WKN: | HS5VLY |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | RHEINMETALL AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 640.00 EUR |
Maturity: | 2026-06-17 |
Issue date: | 2024-04-05 |
Last trading day: | 2026-06-16 |
Ratio: | 100:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.64 |
Leverage: | Yes |
Calculated values
Fair value: | 0.63 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.34 |
Historic volatility: | 0.29 |
Parity: | -1.09 |
Time value: | 0.80 |
Break-even: | 720.00 |
Moneyness: | 0.83 |
Premium: | 0.35 |
Premium p.a.: | 0.16 |
Spread abs.: | 0.02 |
Spread %: | 2.56% |
Delta: | 0.51 |
Theta: | -0.09 |
Omega: | 3.36 |
Rho: | 3.81 |
Quote data
Open: | 0.7800 |
---|---|
High: | 0.7900 |
Low: | 0.7500 |
Previous Close: | 0.7800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +1.35% | ||
---|---|---|---|
1 Month | -16.67% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.7800 | 0.7400 |
---|---|---|
1M High / 1M Low: | 0.8800 | 0.7200 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.7620 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7838 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 75.22% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |