HSBC Call 2800 TDXP 20.09.2024/  DE000HS21SR4  /

EUWAX
2024-07-31  8:11:11 AM Chg.+0.17 Bid10:00:11 PM Ask10:00:11 PM Underlying Strike price Expiration date Option type
5.83EUR +3.00% -
Bid Size: -
-
Ask Size: -
TECDAX 2,800.00 EUR 2024-09-20 Call
 

Master data

WKN: HS21SR
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: TECDAX
Type: Warrant
Option type: Call
Strike price: 2,800.00 EUR
Maturity: 2024-09-20
Issue date: 2023-10-03
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 5.79
Leverage: Yes

Calculated values

Fair value: 5.62
Intrinsic value: 5.48
Implied volatility: 0.36
Historic volatility: 0.14
Parity: 5.48
Time value: 0.30
Break-even: 3,378.00
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 0.70%
Delta: 0.92
Theta: -0.88
Omega: 5.35
Rho: 3.52
 

Quote data

Open: 5.83
High: 5.83
Low: 5.83
Previous Close: 5.66
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.77%
1 Month
  -2.83%
3 Months  
+1.22%
YTD
  -13.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.83 5.17
1M High / 1M Low: 6.36 5.17
6M High / 6M Low: 7.71 4.59
High (YTD): 2024-03-08 7.71
Low (YTD): 2024-04-19 4.59
52W High: - -
52W Low: - -
Avg. price 1W:   5.51
Avg. volume 1W:   0.00
Avg. price 1M:   5.75
Avg. volume 1M:   0.00
Avg. price 6M:   6.36
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.17%
Volatility 6M:   73.88%
Volatility 1Y:   -
Volatility 3Y:   -