HSBC Call 140 PRG 15.01.2027
/ DE000HS4DP06
HSBC Call 140 PRG 15.01.2027/ DE000HS4DP06 /
| 15/11/2024 21:35:50 |
Chg.+0.160 |
Bid21:59:38 |
Ask21:59:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.920EUR |
+4.26% |
3.900
Bid Size: 50,000 |
3.930
Ask Size: 50,000 |
PROCTER GAMBLE |
140.00 - |
15/01/2027 |
Call |
Master data
| WKN: |
HS4DP0 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
PROCTER GAMBLE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
15/01/2027 |
| Issue date: |
24/01/2024 |
| Last trading day: |
14/01/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.27 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.14 |
| Parity: |
2.10 |
| Time value: |
1.83 |
| Break-even: |
179.30 |
| Moneyness: |
1.15 |
| Premium: |
0.11 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
0.77% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
3.17 |
| Rho: |
1.85 |
Quote data
| Open: |
3.620 |
| High: |
3.960 |
| Low: |
3.620 |
| Previous Close: |
3.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.81% |
| 1 Month |
|
|
-1.75% |
| 3 Months |
|
|
+7.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.920 |
3.590 |
| 1M High / 1M Low: |
3.990 |
3.210 |
| 6M High / 6M Low: |
4.270 |
3.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.658 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.776 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.08% |
| Volatility 6M: |
|
54.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
