HSBC WAR. CALL 09/24 FPE3
/ DE000HS516Z4
HSBC WAR. CALL 09/24 FPE3/ DE000HS516Z4 /
| 2024-06-20 9:36:55 PM |
Chg.+0.0300 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.5100EUR |
+6.25% |
0.5000
Bid Size: 10,000 |
0.5300
Ask Size: 10,000 |
FUCHS SE VZO NA O.N... |
40.00 EUR |
2024-09-18 |
Call |
Master data
| WKN: |
HS516Z |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
FUCHS SE VZO NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-02-26 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
0.36 |
| Time value: |
0.12 |
| Break-even: |
44.80 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
6.67% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
7.09 |
| Rho: |
0.07 |
Quote data
| Open: |
0.4800 |
| High: |
0.5100 |
| Low: |
0.4800 |
| Previous Close: |
0.4800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.92% |
| 1 Month |
|
|
-20.31% |
| 3 Months |
|
|
+2.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.5200 |
0.4600 |
| 1M High / 1M Low: |
0.6600 |
0.4600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.4920 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
0.5852 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
