HSBC WAR. CALL 12/28 MBG/ DE000HS3RW36 /
| 2024-06-10 5:35:17 PM | Chg.+0.0100 | Bid2024-06-10 | Ask2024-06-10 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8000EUR | +1.27% | 0.8000 Bid Size: 20,000 |
0.8600 Ask Size: 20,000 |
MERCEDES-BENZ GROUP ... | 70.00 EUR | 2028-12-13 | Call |
Master data
| WKN: | HS3RW3 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | MERCEDES-BENZ GROUP AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 EUR |
| Maturity: | 2028-12-13 |
| Issue date: | 2023-12-18 |
| Last trading day: | 2028-12-12 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.36 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.09 |
| Historic volatility: | 0.20 |
| Parity: | -0.49 |
| Time value: | 0.81 |
| Break-even: | 78.10 |
| Moneyness: | 0.93 |
| Premium: | 0.20 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.06 |
| Spread %: | 8.00% |
| Delta: | 0.73 |
| Theta: | -0.01 |
| Omega: | 5.83 |
| Rho: | 1.77 |
Quote data
| Open: | 0.7900 |
|---|---|
| High: | 0.8000 |
| Low: | 0.7700 |
| Previous Close: | 0.7900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.05% | ||
|---|---|---|---|
| 1 Month | -20.79% | ||
| 3 Months | -23.81% | ||
| YTD | +35.59% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8700 | 0.7900 |
|---|---|---|
| 1M High / 1M Low: | 1.0600 | 0.7900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-04-08 | 1.3000 |
| Low (YTD): | 2024-01-25 | 0.4800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8838 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 60.84% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
