HSBC WAR. CALL 12/25 SNW/ DE000HS3VNU1 /
| 07/06/2024 21:35:12 | Chg.+0.0200 | Bid21:59:33 | Ask21:59:33 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6800EUR | +1.20% | 1.6600 Bid Size: 10,000 |
1.7000 Ask Size: 10,000 |
SANOFI SA INHABER ... | 80.00 EUR | 19/12/2025 | Call |
Master data
| WKN: | HS3VNU |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SANOFI SA INHABER EO 2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 EUR |
| Maturity: | 19/12/2025 |
| Issue date: | 22/12/2023 |
| Last trading day: | 18/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.99 |
|---|---|
| Intrinsic value: | 1.11 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.25 |
| Parity: | 1.11 |
| Time value: | 0.59 |
| Break-even: | 97.00 |
| Moneyness: | 1.14 |
| Premium: | 0.06 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.04 |
| Spread %: | 2.41% |
| Delta: | 0.85 |
| Theta: | -0.01 |
| Omega: | 4.57 |
| Rho: | 0.93 |
Quote data
| Open: | 1.6600 |
|---|---|
| High: | 1.6800 |
| Low: | 1.6200 |
| Previous Close: | 1.6600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.00% | ||
|---|---|---|---|
| 1 Month | +3.07% | ||
| 3 Months | +27.27% | ||
| YTD | +8.39% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6800 | 1.6000 |
|---|---|---|
| 1M High / 1M Low: | 1.8500 | 1.4500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 12/01/2024 | 2.0400 |
| Low (YTD): | 18/04/2024 | 1.1200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6330 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 81.92% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
