HSBC WAR. CALL 12/28 BMW/ DE000HS3RU04 /
| 2024-06-05 9:36:29 PM | Chg.+0.0100 | Bid9:58:03 PM | Ask9:58:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5600EUR | +1.82% | 0.5400 Bid Size: 20,000 |
0.5900 Ask Size: 20,000 |
BAY.MOTOREN WERKE AG... | 135.00 EUR | 2028-12-13 | Call |
Master data
| WKN: | HS3RU0 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | BAY.MOTOREN WERKE AG ST |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 135.00 EUR |
| Maturity: | 2028-12-13 |
| Issue date: | 2023-12-18 |
| Last trading day: | 2028-12-12 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.87 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.99 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.22 |
| Parity: | -4.30 |
| Time value: | 0.58 |
| Break-even: | 140.80 |
| Moneyness: | 0.68 |
| Premium: | 0.53 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.05 |
| Spread %: | 9.43% |
| Delta: | 0.33 |
| Theta: | -0.01 |
| Omega: | 5.21 |
| Rho: | 1.11 |
Quote data
| Open: | 0.5500 |
|---|---|
| High: | 0.5600 |
| Low: | 0.5500 |
| Previous Close: | 0.5500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -26.32% | ||
| 3 Months | -46.67% | ||
| YTD | -32.53% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6100 | 0.5500 |
|---|---|---|
| 1M High / 1M Low: | 0.7900 | 0.5500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-04-09 | 1.1900 |
| Low (YTD): | 2024-06-04 | 0.5500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6564 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 90.10% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
