HSBC Call 140 PRG 15.01.2027/  DE000HS4DP06  /

EUWAX
02/08/2024  08:35:00 Chg.+0.30 Bid22:00:09 Ask22:00:09 Underlying Strike price Expiration date Option type
3.52EUR +9.32% -
Bid Size: -
-
Ask Size: -
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: 4.03
Leverage: Yes

Calculated values

Fair value: 3.05
Intrinsic value: 1.59
Implied volatility: 0.25
Historic volatility: 0.13
Parity: 1.59
Time value: 2.28
Break-even: 178.70
Moneyness: 1.11
Premium: 0.15
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 0.78%
Delta: 0.76
Theta: -0.02
Omega: 3.05
Rho: 1.94
 

Quote data

Open: 3.52
High: 3.52
Low: 3.52
Previous Close: 3.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.38%
1 Month  
+0.57%
3 Months
  -5.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.98 3.22
1M High / 1M Low: 3.98 3.22
6M High / 6M Low: 3.98 3.04
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.59
Avg. volume 1W:   0.00
Avg. price 1M:   3.66
Avg. volume 1M:   0.00
Avg. price 6M:   3.56
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.94%
Volatility 6M:   49.98%
Volatility 1Y:   -
Volatility 3Y:   -