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HSBC Call 240 ALV 18.09.2024/  DE000HS1FR21  /

Frankfurt Zert./HSBC
30/08/2024  21:35:46 Chg.+0.160 Bid21:59:20 Ask21:59:20 Underlying Strike price Expiration date Option type
4.140EUR +4.02% 4.170
Bid Size: 10,000		 4.220
Ask Size: 10,000		 ALLIANZ SE NA O.N. 240.00 EUR 18/09/2024 Call
 

Master data

WKN: HS1FR2
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 240.00 EUR
Maturity: 18/09/2024
Issue date: 23/08/2023
Last trading day: 17/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.66
Leverage: Yes

Calculated values

Fair value: 4.13
Intrinsic value: 4.09
Implied volatility: 0.49
Historic volatility: 0.15
Parity: 4.09
Time value: 0.13
Break-even: 282.20
Moneyness: 1.17
Premium: 0.00
Premium p.a.: 0.10
Spread abs.: 0.05
Spread %: 1.20%
Delta: 0.94
Theta: -0.13
Omega: 6.23
Rho: 0.11
 

Quote data

Open: 4.070
High: 4.240
Low: 4.060
Previous Close: 3.980
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.68%
1 Month  
+131.28%
3 Months  
+26.99%
YTD  
+174.17%
1 Year  
+286.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.140 3.530
1M High / 1M Low: 4.140 1.250
6M High / 6M Low: 4.140 1.250
High (YTD): 30/08/2024 4.140
Low (YTD): 06/08/2024 1.250
52W High: 30/08/2024 4.140
52W Low: 07/11/2023 0.620
Avg. price 1W:   3.884
Avg. volume 1W:   0.000
Avg. price 1M:   2.624
Avg. volume 1M:   0.000
Avg. price 6M:   2.692
Avg. volume 6M:   0.000
Avg. price 1Y:   1.966
Avg. volume 1Y:   0.000
Volatility 1M:   161.63%
Volatility 6M:   130.10%
Volatility 1Y:   134.62%
Volatility 3Y:   -