HSBC WAR. CALL 12/28 BMW/ DE000HS3RTS0 /
| 05/06/2024 21:35:14 | Chg.0.0000 | Bid21:59:31 | Ask21:59:31 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4600EUR | 0.00% | 1.4300 Bid Size: 20,000 |
1.4800 Ask Size: 20,000 |
BAY.MOTOREN WERKE AG... | 95.00 EUR | 13/12/2028 | Call |
Master data
| WKN: | HS3RTS |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | BAY.MOTOREN WERKE AG ST |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 95.00 EUR |
| Maturity: | 13/12/2028 |
| Issue date: | 18/12/2023 |
| Last trading day: | 12/12/2028 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.24 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.11 |
| Historic volatility: | 0.22 |
| Parity: | -0.30 |
| Time value: | 1.49 |
| Break-even: | 109.90 |
| Moneyness: | 0.97 |
| Premium: | 0.19 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.05 |
| Spread %: | 3.47% |
| Delta: | 0.76 |
| Theta: | -0.01 |
| Omega: | 4.71 |
| Rho: | 2.50 |
Quote data
| Open: | 1.4700 |
|---|---|
| High: | 1.4700 |
| Low: | 1.4600 |
| Previous Close: | 1.4600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.68% | ||
|---|---|---|---|
| 1 Month | -21.51% | ||
| 3 Months | -38.91% | ||
| YTD | -24.74% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5700 | 1.4600 |
|---|---|---|
| 1M High / 1M Low: | 1.9600 | 1.4600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 08/04/2024 | 2.7100 |
| Low (YTD): | 19/01/2024 | 1.4100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6773 | |
| Avg. volume 1M: | 5 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 72.84% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
