HSBC Call 2900 TDXP 20.09.2024
/ DE000HS21SS2
HSBC Call 2900 TDXP 20.09.2024/ DE000HS21SS2 /
8/14/2024 8:11:09 AM |
Chg.+0.20 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.05EUR |
+5.19% |
- Bid Size: - |
- Ask Size: - |
TECDAX |
2,900.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
HS21SS |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
TECDAX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,900.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
10/3/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
7.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.84 |
Intrinsic value: |
3.73 |
Implied volatility: |
0.37 |
Historic volatility: |
0.14 |
Parity: |
3.73 |
Time value: |
0.37 |
Break-even: |
3,310.00 |
Moneyness: |
1.13 |
Premium: |
0.01 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.06 |
Spread %: |
1.49% |
Delta: |
0.87 |
Theta: |
-1.34 |
Omega: |
6.94 |
Rho: |
2.47 |
Quote data
Open: |
4.05 |
High: |
4.05 |
Low: |
4.05 |
Previous Close: |
3.85 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.73% |
1 Month |
|
|
-23.44% |
3 Months |
|
|
-30.53% |
YTD |
|
|
-31.70% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.05 |
3.53 |
1M High / 1M Low: |
5.29 |
3.19 |
6M High / 6M Low: |
6.80 |
3.19 |
High (YTD): |
3/8/2024 |
6.80 |
Low (YTD): |
8/5/2024 |
3.19 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.83 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.32 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.28 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
131.99% |
Volatility 6M: |
|
94.03% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |