HSBC WAR. CALL 12/26 LXS/ DE000HS3S172 /
11/06/2024 21:35:07 | Chg.-0.0110 | Bid21:58:33 | Ask21:58:33 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1990EUR | -5.24% | 0.1620 Bid Size: 20,000 |
0.2100 Ask Size: 20,000 |
LANXESS AG | 38.00 EUR | 16/12/2026 | Call |
Master data
WKN: | HS3S17 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | LANXESS AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 38.00 EUR |
Maturity: | 16/12/2026 |
Issue date: | 18/12/2023 |
Last trading day: | 15/12/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 10.36 |
Leverage: | Yes |
Calculated values
Fair value: | 0.24 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.37 |
Historic volatility: | 0.38 |
Parity: | -1.52 |
Time value: | 0.22 |
Break-even: | 40.20 |
Moneyness: | 0.60 |
Premium: | 0.76 |
Premium p.a.: | 0.25 |
Spread abs.: | 0.05 |
Spread %: | 25.71% |
Delta: | 0.33 |
Theta: | 0.00 |
Omega: | 3.46 |
Rho: | 0.14 |
Quote data
Open: | 0.2100 |
---|---|
High: | 0.2100 |
Low: | 0.1990 |
Previous Close: | 0.2100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -20.40% | ||
---|---|---|---|
1 Month | -46.22% | ||
3 Months | -17.08% | ||
YTD | -56.74% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2500 | 0.2100 |
---|---|---|
1M High / 1M Low: | 0.3700 | 0.2100 |
6M High / 6M Low: | - | - |
High (YTD): | 02/01/2024 | 0.4600 |
Low (YTD): | 10/06/2024 | 0.2100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2340 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2919 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 73.26% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |