HSBC WAR. CALL 12/28 DBK/ DE000HS3RVV0 /
| 2024-06-05 9:35:11 PM | Chg.-0.0100 | Bid9:59:17 PM | Ask9:59:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2200EUR | -4.35% | 0.2200 Bid Size: 50,000 |
0.2300 Ask Size: 50,000 |
DEUTSCHE BANK AG NA ... | 22.00 EUR | 2028-12-13 | Call |
Master data
| WKN: | HS3RVV |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | DEUTSCHE BANK AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 22.00 EUR |
| Maturity: | 2028-12-13 |
| Issue date: | 2023-12-18 |
| Last trading day: | 2028-12-12 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.53 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.21 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.26 |
| Parity: | -0.70 |
| Time value: | 0.23 |
| Break-even: | 24.30 |
| Moneyness: | 0.68 |
| Premium: | 0.62 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.01 |
| Spread %: | 4.55% |
| Delta: | 0.47 |
| Theta: | 0.00 |
| Omega: | 3.06 |
| Rho: | 0.21 |
Quote data
| Open: | 0.2300 |
|---|---|
| High: | 0.2300 |
| Low: | 0.2200 |
| Previous Close: | 0.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.33% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +60.58% | ||
| YTD | +56.03% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2400 | 0.2300 |
|---|---|---|
| 1M High / 1M Low: | 0.2600 | 0.2300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-04-26 | 0.2700 |
| Low (YTD): | 2024-02-12 | 0.1160 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2459 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 61.42% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
