HSBC Call 2800 TDXP 20.12.2024
/ DE000HS21SM5
HSBC Call 2800 TDXP 20.12.2024/ DE000HS21SM5 /
| 8/15/2024 10:05:12 AM |
Chg.+0.180 |
Bid10:15:56 AM |
Ask10:15:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.710EUR |
+3.25% |
5.670
Bid Size: 10,000 |
5.720
Ask Size: 10,000 |
TECDAX |
2,800.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
HS21SM |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
TECDAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,800.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
10/3/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
5.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.29 |
| Intrinsic value: |
4.92 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.14 |
| Parity: |
4.92 |
| Time value: |
0.69 |
| Break-even: |
3,361.00 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
0.90% |
| Delta: |
0.88 |
| Theta: |
-0.65 |
| Omega: |
5.15 |
| Rho: |
8.10 |
Quote data
| Open: |
5.660 |
| High: |
5.740 |
| Low: |
5.630 |
| Previous Close: |
5.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.02% |
| 1 Month |
|
|
-12.02% |
| 3 Months |
|
|
-23.77% |
| YTD |
|
|
-19.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.530 |
5.190 |
| 1M High / 1M Low: |
6.540 |
4.850 |
| 6M High / 6M Low: |
8.140 |
4.850 |
| High (YTD): |
3/7/2024 |
8.140 |
| Low (YTD): |
8/7/2024 |
4.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.750 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.613 |
| Avg. volume 6M: |
|
4.748 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.98% |
| Volatility 6M: |
|
65.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
