HSBC Call 240 ALV 18.09.2024
/ DE000HS1FR21
HSBC Call 240 ALV 18.09.2024/ DE000HS1FR21 /
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: |
|
- |