HSBC WAR. CALL 12/28 DBK/ DE000HS3RVP2 /
| 2024-06-05 9:36:09 PM | Chg.0.0000 | Bid9:59:17 PM | Ask9:59:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5100EUR | 0.00% | 0.5000 Bid Size: 50,000 |
0.5100 Ask Size: 50,000 |
DEUTSCHE BANK AG NA ... | 13.00 EUR | 2028-12-13 | Call |
Master data
| WKN: | HS3RVP |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | DEUTSCHE BANK AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.00 EUR |
| Maturity: | 2028-12-13 |
| Issue date: | 2023-12-18 |
| Last trading day: | 2028-12-12 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.95 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.53 |
|---|---|
| Intrinsic value: | 0.20 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.26 |
| Parity: | 0.20 |
| Time value: | 0.31 |
| Break-even: | 18.10 |
| Moneyness: | 1.16 |
| Premium: | 0.20 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.01 |
| Spread %: | 2.00% |
| Delta: | 0.81 |
| Theta: | 0.00 |
| Omega: | 2.38 |
| Rho: | 0.32 |
Quote data
| Open: | 0.5100 |
|---|---|
| High: | 0.5100 |
| Low: | 0.5000 |
| Previous Close: | 0.5100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.56% | ||
|---|---|---|---|
| 1 Month | +2.00% | ||
| 3 Months | +59.38% | ||
| YTD | +59.38% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5400 | 0.5100 |
|---|---|---|
| 1M High / 1M Low: | 0.5600 | 0.5100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-04-25 | 0.6100 |
| Low (YTD): | 2024-02-09 | 0.2600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5464 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 38.02% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
