HSBC WAR. CALL 12/25 SNW/ DE000HS3VNS5 /
| 2024-09-20 3:35:39 PM | Chg.-0.0500 | Bid5:50:40 PM | Ask5:50:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2000EUR | -4.00% | 1.1700 Bid Size: 50,000 |
1.1800 Ask Size: 50,000 |
SANOFI SA INHABER ... | 100.00 EUR | 2025-12-19 | Call |
Master data
| WKN: | HS3VNS |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SANOFI SA INHABER EO 2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 EUR |
| Maturity: | 2025-12-19 |
| Issue date: | 2023-12-22 |
| Last trading day: | 2025-12-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.59 |
|---|---|
| Intrinsic value: | 0.41 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.25 |
| Parity: | 0.41 |
| Time value: | 0.85 |
| Break-even: | 112.60 |
| Moneyness: | 1.04 |
| Premium: | 0.08 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.01 |
| Spread %: | 0.80% |
| Delta: | 0.70 |
| Theta: | -0.01 |
| Omega: | 5.77 |
| Rho: | 0.75 |
Quote data
| Open: | 1.2300 |
|---|---|
| High: | 1.2700 |
| Low: | 1.2000 |
| Previous Close: | 1.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.56% | ||
|---|---|---|---|
| 1 Month | +27.66% | ||
| 3 Months | +126.42% | ||
| YTD | +93.55% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2500 | 1.1300 |
|---|---|---|
| 1M High / 1M Low: | 1.3800 | 0.9400 |
| 6M High / 6M Low: | 1.3800 | 0.4000 |
| High (YTD): | 2024-09-04 | 1.3800 |
| Low (YTD): | 2024-02-14 | 0.3900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1760 | |
| Avg. volume 1W: | 48.2000 | |
| Avg. price 1M: | 1.1783 | |
| Avg. volume 1M: | 50.6957 | |
| Avg. price 6M: | 0.7412 | |
| Avg. volume 6M: | 113.0853 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 79.26% | |
| Volatility 6M: | 125.55% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
