HSBC WAR. CALL 12/25 MOR/ DE000HS3S1J7 /
| 2024-06-03 9:35:48 PM | Chg.0.0000 | Bid9:58:31 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0000EUR | 0.00% | 3.0300 Bid Size: 100,000 |
- Ask Size: - |
MORPHOSYS AG O.N. | 55.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | HS3S1J |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | MORPHOSYS AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2023-12-18 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.19 |
|---|---|
| Intrinsic value: | 1.37 |
| Implied volatility: | 0.72 |
| Historic volatility: | 0.79 |
| Parity: | 1.37 |
| Time value: | 1.64 |
| Break-even: | 85.00 |
| Moneyness: | 1.25 |
| Premium: | 0.24 |
| Premium p.a.: | 0.15 |
| Spread abs.: | -0.01 |
| Spread %: | -0.33% |
| Delta: | 0.78 |
| Theta: | -0.02 |
| Omega: | 1.78 |
| Rho: | 0.36 |
Quote data
| Open: | 3.0000 |
|---|---|
| High: | 3.0400 |
| Low: | 2.9600 |
| Previous Close: | 3.0000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.33% | ||
|---|---|---|---|
| 1 Month | +1.69% | ||
| 3 Months | +19.52% | ||
| YTD | +185.71% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.0100 | 2.9900 |
|---|---|---|
| 1M High / 1M Low: | 3.2200 | 2.9500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-16 | 3.2200 |
| Low (YTD): | 2024-01-12 | 0.8900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.0000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.0143 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 30.47% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
