HSBC Call 120 GOOG 15.01.2027/  DE000HS2RAF9  /

EUWAX
2024-10-11  8:17:29 AM Chg.+0.01 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
5.51EUR +0.18% -
Bid Size: -
-
Ask Size: -
Alphabet C 120.00 USD 2027-01-15 Call
 

Master data

WKN: HS2RAF
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Alphabet C
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2027-01-15
Issue date: 2023-10-31
Last trading day: 2027-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.66
Leverage: Yes

Calculated values

Fair value: 5.20
Intrinsic value: 4.07
Implied volatility: 0.34
Historic volatility: 0.25
Parity: 4.07
Time value: 1.58
Break-even: 166.24
Moneyness: 1.37
Premium: 0.10
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 0.89%
Delta: 0.85
Theta: -0.02
Omega: 2.25
Rho: 1.60
 

Quote data

Open: 5.51
High: 5.51
Low: 5.51
Previous Close: 5.50
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.67%
1 Month  
+16.99%
3 Months
  -28.90%
YTD  
+22.72%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.93 5.50
1M High / 1M Low: 5.93 4.71
6M High / 6M Low: 8.28 4.41
High (YTD): 2024-07-11 8.28
Low (YTD): 2024-03-07 3.82
52W High: - -
52W Low: - -
Avg. price 1W:   5.62
Avg. volume 1W:   50
Avg. price 1M:   5.41
Avg. volume 1M:   11.36
Avg. price 6M:   6.44
Avg. volume 6M:   7.69
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   37.27%
Volatility 6M:   63.52%
Volatility 1Y:   -
Volatility 3Y:   -