HSBC Call 250 MCD 16.01.2026
/ DE000HS75Y45
HSBC Call 250 MCD 16.01.2026/ DE000HS75Y45 /
2024-08-02 1:35:19 PM |
Chg.-0.050 |
Bid1:42:18 PM |
Ask1:42:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.800EUR |
-1.30% |
3.790 Bid Size: 50,000 |
3.810 Ask Size: 50,000 |
McDonalds Corp |
250.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
HS75Y4 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
McDonalds Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-06-11 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.55 |
Intrinsic value: |
1.74 |
Implied volatility: |
0.19 |
Historic volatility: |
0.15 |
Parity: |
1.74 |
Time value: |
2.17 |
Break-even: |
270.87 |
Moneyness: |
1.08 |
Premium: |
0.09 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.26% |
Delta: |
0.75 |
Theta: |
-0.03 |
Omega: |
4.75 |
Rho: |
2.14 |
Quote data
Open: |
3.800 |
High: |
3.800 |
Low: |
3.670 |
Previous Close: |
3.850 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+31.94% |
1 Month |
|
|
+41.79% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.850 |
2.880 |
1M High / 1M Low: |
3.850 |
2.540 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.516 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.100 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
111.24% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |