HSBC WAR. CALL 12/26 FRE/ DE000HS3RZP3 /
| 6/6/2024 3:35:35 PM | Chg.+0.0110 | Bid3:56:12 PM | Ask3:56:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1690EUR | +6.96% | 0.1650 Bid Size: 50,000 |
0.1910 Ask Size: 50,000 |
FRESENIUS SE+CO.KGAA... | 45.00 - | 12/16/2026 | Call |
Master data
| WKN: | HS3RZP |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | FRESENIUS SE+CO.KGAA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 12/16/2026 |
| Issue date: | 12/18/2023 |
| Last trading day: | 12/15/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.15 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.24 |
| Parity: | -1.54 |
| Time value: | 0.19 |
| Break-even: | 46.85 |
| Moneyness: | 0.66 |
| Premium: | 0.58 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.04 |
| Spread %: | 29.37% |
| Delta: | 0.29 |
| Theta: | 0.00 |
| Omega: | 4.63 |
| Rho: | 0.17 |
Quote data
| Open: | 0.1580 |
|---|---|
| High: | 0.1690 |
| Low: | 0.1580 |
| Previous Close: | 0.1580 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.42% | ||
|---|---|---|---|
| 1 Month | +18.18% | ||
| 3 Months | +69.00% | ||
| YTD | -2.87% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1580 | 0.1490 |
|---|---|---|
| 1M High / 1M Low: | 0.1630 | 0.1320 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/5/2024 | 0.1840 |
| Low (YTD): | 4/15/2024 | 0.0950 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1508 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1500 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 77.78% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
