HSBC WAR. CALL 12/28 DBK/ DE000HS3RVM9 /
| 2024-06-05 9:37:03 PM | Chg.0.0000 | Bid9:59:17 PM | Ask9:59:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5900EUR | 0.00% | 0.5800 Bid Size: 50,000 |
0.5900 Ask Size: 50,000 |
DEUTSCHE BANK AG NA ... | 11.00 EUR | 2028-12-13 | Call |
Master data
| WKN: | HS3RVM |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | DEUTSCHE BANK AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.00 EUR |
| Maturity: | 2028-12-13 |
| Issue date: | 2023-12-18 |
| Last trading day: | 2028-12-12 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.55 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.64 |
|---|---|
| Intrinsic value: | 0.40 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.26 |
| Parity: | 0.40 |
| Time value: | 0.19 |
| Break-even: | 16.90 |
| Moneyness: | 1.37 |
| Premium: | 0.12 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.01 |
| Spread %: | 1.72% |
| Delta: | 0.93 |
| Theta: | 0.00 |
| Omega: | 2.38 |
| Rho: | 0.37 |
Quote data
| Open: | 0.5900 |
|---|---|
| High: | 0.5900 |
| Low: | 0.5800 |
| Previous Close: | 0.5900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.84% | ||
|---|---|---|---|
| 1 Month | +1.72% | ||
| 3 Months | +51.28% | ||
| YTD | +51.28% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6200 | 0.5900 |
|---|---|---|
| 1M High / 1M Low: | 0.6500 | 0.5900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-04-26 | 0.6900 |
| Low (YTD): | 2024-02-09 | 0.3300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6300 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 39.93% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
