HSBC WAR. CALL 12/25 SNW/ DE000HS3VNU1 /
2024-09-20 8:01:50 AM | Chg.-0.0300 | Bid8:07:11 AM | Ask8:07:11 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.6700EUR | -1.11% | 2.6700 Bid Size: 50,000 |
2.7100 Ask Size: 50,000 |
SANOFI SA INHABER ... | 80.00 EUR | 2025-12-19 | 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: | 2025-12-19 |
Issue date: | 2023-12-22 |
Last trading day: | 2025-12-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.79 |
Leverage: | Yes |
Calculated values
Fair value: | 2.92 |
---|---|
Intrinsic value: | 2.41 |
Implied volatility: | 0.12 |
Historic volatility: | 0.25 |
Parity: | 2.41 |
Time value: | 0.34 |
Break-even: | 107.50 |
Moneyness: | 1.30 |
Premium: | 0.03 |
Premium p.a.: | 0.03 |
Spread abs.: | 0.04 |
Spread %: | 1.48% |
Delta: | 0.99 |
Theta: | -0.01 |
Omega: | 3.74 |
Rho: | 0.94 |
Quote data
Open: | 2.6700 |
---|---|
High: | 2.6700 |
Low: | 2.6700 |
Previous Close: | 2.7000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +3.09% | ||
---|---|---|---|
1 Month | +19.20% | ||
3 Months | +85.42% | ||
YTD | +72.26% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.7000 | 2.5200 |
---|---|---|
1M High / 1M Low: | 2.8500 | 2.2400 |
6M High / 6M Low: | 2.8500 | 1.1200 |
High (YTD): | 2024-09-09 | 2.8500 |
Low (YTD): | 2024-04-18 | 1.1200 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.6000 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.5752 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.8181 | |
Avg. volume 6M: | 2.0155 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 49.41% | |
Volatility 6M: | 85.39% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |