HSBC WAR. CALL 12/28 MBG/ DE000HS3RW28 /
07/06/2024 15:37:35 | Chg.-0.0300 | Bid17:56:56 | Ask17:56:56 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8500EUR | -3.41% | 0.8200 Bid Size: 20,000 |
0.8800 Ask Size: 20,000 |
MERCEDES-BENZ GROUP ... | 68.00 EUR | 13/12/2028 | Call |
Master data
WKN: | HS3RW2 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | MERCEDES-BENZ GROUP AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 68.00 EUR |
Maturity: | 13/12/2028 |
Issue date: | 18/12/2023 |
Last trading day: | 12/12/2028 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.23 |
Leverage: | Yes |
Calculated values
Fair value: | 1.49 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.07 |
Historic volatility: | 0.20 |
Parity: | -0.22 |
Time value: | 0.91 |
Break-even: | 77.10 |
Moneyness: | 0.97 |
Premium: | 0.17 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.06 |
Spread %: | 7.06% |
Delta: | 0.84 |
Theta: | -0.01 |
Omega: | 6.04 |
Rho: | 2.07 |
Quote data
Open: | 0.8800 |
---|---|
High: | 0.8800 |
Low: | 0.8500 |
Previous Close: | 0.8800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -6.59% | ||
---|---|---|---|
1 Month | -24.11% | ||
3 Months | -24.11% | ||
YTD | +32.81% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.9400 | 0.8700 |
---|---|---|
1M High / 1M Low: | 1.1400 | 0.8600 |
6M High / 6M Low: | - | - |
High (YTD): | 08/04/2024 | 1.4000 |
Low (YTD): | 25/01/2024 | 0.5200 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8960 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9791 | |
Avg. volume 1M: | .0870 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 62.95% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |