HSBC WAR. CALL 12/26 LXS/ DE000HS3S164 /
| 6/11/2024 9:36:01 PM | Chg.0.0000 | Bid9:59:56 PM | Ask9:59:56 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2500EUR | 0.00% | 0.2100 Bid Size: 20,000 |
0.2600 Ask Size: 20,000 |
LANXESS AG | 35.00 EUR | 12/16/2026 | Call |
Master data
| WKN: | HS3S16 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | LANXESS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 EUR |
| Maturity: | 12/16/2026 |
| Issue date: | 12/18/2023 |
| Last trading day: | 12/15/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.44 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.29 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.38 |
| Parity: | -1.22 |
| Time value: | 0.27 |
| Break-even: | 37.70 |
| Moneyness: | 0.65 |
| Premium: | 0.65 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.05 |
| Spread %: | 22.73% |
| Delta: | 0.39 |
| Theta: | 0.00 |
| Omega: | 3.28 |
| Rho: | 0.15 |
Quote data
| Open: | 0.2500 |
|---|---|
| High: | 0.2500 |
| Low: | 0.2500 |
| Previous Close: | 0.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.67% | ||
|---|---|---|---|
| 1 Month | -43.18% | ||
| 3 Months | -21.88% | ||
| YTD | -53.70% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3000 | 0.2500 |
|---|---|---|
| 1M High / 1M Low: | 0.4500 | 0.2500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/2/2024 | 0.5300 |
| Low (YTD): | 6/11/2024 | 0.2500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3477 | |
| Avg. volume 1M: | 62.7273 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 76.66% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
