HSBC Call 160 PRG 15.01.2027
/ DE000HS4DP22
HSBC Call 160 PRG 15.01.2027/ DE000HS4DP22 /
05/08/2024 08:26:18 |
Chg.+0.13 |
Bid18:55:36 |
Ask18:55:36 |
Underlying |
Strike price |
Expiration date |
Option type |
2.43EUR |
+5.65% |
2.43 Bid Size: 50,000 |
2.51 Ask Size: 50,000 |
PROCTER GAMBLE |
160.00 - |
15/01/2027 |
Call |
Master data
WKN: |
HS4DP2 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
PROCTER GAMBLE |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 - |
Maturity: |
15/01/2027 |
Issue date: |
24/01/2024 |
Last trading day: |
14/01/2027 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.78 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.13 |
Parity: |
-0.41 |
Time value: |
2.64 |
Break-even: |
186.40 |
Moneyness: |
0.97 |
Premium: |
0.20 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
0.76% |
Delta: |
0.64 |
Theta: |
-0.02 |
Omega: |
3.77 |
Rho: |
1.79 |
Quote data
Open: |
2.43 |
High: |
2.43 |
Low: |
2.43 |
Previous Close: |
2.30 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.65% |
1 Month |
|
|
+5.19% |
3 Months |
|
|
-3.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.72 |
2.04 |
1M High / 1M Low: |
2.72 |
2.04 |
6M High / 6M Low: |
2.72 |
1.95 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.36 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.44 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.37 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.50% |
Volatility 6M: |
|
65.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |