HSBC WAR. CALL 12/25 SGM/ DE000HS3VPE0 /
2024-06-21 9:36:05 PM | Chg.-0.0190 | Bid9:59:08 PM | Ask9:59:08 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1410EUR | -11.88% | 0.1330 Bid Size: 10,000 |
0.1580 Ask Size: 10,000 |
STMICROELECTRONICS | 60.00 EUR | 2025-12-19 | Call |
Master data
WKN: | HS3VPE |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | STMICROELECTRONICS |
Type: | Warrant |
Option type: | Call |
Strike price: | 60.00 EUR |
Maturity: | 2025-12-19 |
Issue date: | 2023-12-22 |
Last trading day: | 2025-12-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 24.06 |
Leverage: | Yes |
Calculated values
Fair value: | 0.12 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.33 |
Historic volatility: | 0.31 |
Parity: | -2.20 |
Time value: | 0.16 |
Break-even: | 61.58 |
Moneyness: | 0.63 |
Premium: | 0.62 |
Premium p.a.: | 0.38 |
Spread abs.: | 0.03 |
Spread %: | 18.80% |
Delta: | 0.22 |
Theta: | 0.00 |
Omega: | 5.18 |
Rho: | 0.10 |
Quote data
Open: | 0.1600 |
---|---|
High: | 0.1600 |
Low: | 0.1410 |
Previous Close: | 0.1600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -26.56% | ||
---|---|---|---|
1 Month | -10.19% | ||
3 Months | -38.70% | ||
YTD | -71.22% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2000 | 0.1410 |
---|---|---|
1M High / 1M Low: | 0.2200 | 0.1380 |
6M High / 6M Low: | 0.4900 | 0.1350 |
High (YTD): | 2024-01-02 | 0.4400 |
Low (YTD): | 2024-05-02 | 0.1350 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1710 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1778 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2438 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 135.19% | |
Volatility 6M: | 127.10% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |