HSBC WAR. CALL 12/25 BSN/ DE000HS3VMM0 /
| 6/14/2024 9:35:41 PM | Chg.-0.0200 | Bid9:59:02 PM | Ask9:59:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3500EUR | -5.41% | 0.3400 Bid Size: 10,000 |
0.3600 Ask Size: 10,000 |
DANONE S.A. EO -,25 | 65.00 EUR | 12/19/2025 | Call |
Master data
| WKN: | HS3VMM |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | DANONE S.A. EO -,25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 EUR |
| Maturity: | 12/19/2025 |
| Issue date: | 12/22/2023 |
| Last trading day: | 12/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.25 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.13 |
| Parity: | -0.62 |
| Time value: | 0.36 |
| Break-even: | 68.60 |
| Moneyness: | 0.90 |
| Premium: | 0.17 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.02 |
| Spread %: | 5.88% |
| Delta: | 0.45 |
| Theta: | -0.01 |
| Omega: | 7.36 |
| Rho: | 0.35 |
Quote data
| Open: | 0.3700 |
|---|---|
| High: | 0.3700 |
| Low: | 0.3500 |
| Previous Close: | 0.3700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.89% | ||
|---|---|---|---|
| 1 Month | -10.26% | ||
| 3 Months | -5.41% | ||
| YTD | -2.78% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3800 | 0.3500 |
|---|---|---|
| 1M High / 1M Low: | 0.3900 | 0.3300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/29/2024 | 0.5000 |
| Low (YTD): | 4/15/2024 | 0.2600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3687 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 51.68% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
