HSBC WAR. CALL 12/25 MOR/ DE000HS3S1E8 /
| 2024-06-04 8:01:10 AM | Chg.+0.0100 | Bid8:04:13 AM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.1900EUR | +0.24% | 4.1900 Bid Size: 100,000 |
- Ask Size: - |
MORPHOSYS AG O.N. | 35.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | HS3S1E |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | MORPHOSYS AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2023-12-18 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 1.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.14 |
|---|---|
| Intrinsic value: | 3.37 |
| Implied volatility: | 0.82 |
| Historic volatility: | 0.79 |
| Parity: | 3.37 |
| Time value: | 0.83 |
| Break-even: | 76.90 |
| Moneyness: | 1.96 |
| Premium: | 0.12 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.89 |
| Theta: | -0.01 |
| Omega: | 1.46 |
| Rho: | 0.30 |
Quote data
| Open: | 4.1900 |
|---|---|
| High: | 4.1900 |
| Low: | 4.1900 |
| Previous Close: | 4.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.72% | ||
|---|---|---|---|
| 1 Month | +2.70% | ||
| 3 Months | +9.40% | ||
| YTD | +170.32% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.1800 | 4.1600 |
|---|---|---|
| 1M High / 1M Low: | 4.4100 | 4.0800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-16 | 4.4100 |
| Low (YTD): | 2024-01-12 | 1.3200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.1760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.1776 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 25.24% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
