HSBC Call 2900 TDXP 20.12.2024
/ DE000HS21SN3
HSBC Call 2900 TDXP 20.12.2024/ DE000HS21SN3 /
8/1/2024 8:11:31 AM |
Chg.-0.12 |
Bid9:50:05 AM |
Ask9:50:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
5.26EUR |
-2.23% |
5.22 Bid Size: 10,000 |
5.25 Ask Size: 10,000 |
TECDAX |
2,900.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
HS21SN |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
TECDAX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,900.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
10/3/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
6.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.03 |
Intrinsic value: |
4.59 |
Implied volatility: |
0.24 |
Historic volatility: |
0.14 |
Parity: |
4.59 |
Time value: |
0.73 |
Break-even: |
3,432.00 |
Moneyness: |
1.16 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
0.57% |
Delta: |
0.88 |
Theta: |
-0.60 |
Omega: |
5.53 |
Rho: |
9.31 |
Quote data
Open: |
5.26 |
High: |
5.26 |
Low: |
5.26 |
Previous Close: |
5.38 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.27% |
1 Month |
|
|
-4.88% |
3 Months |
|
|
-2.05% |
YTD |
|
|
-17.68% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.38 |
4.77 |
1M High / 1M Low: |
5.84 |
4.77 |
6M High / 6M Low: |
7.26 |
4.31 |
High (YTD): |
3/8/2024 |
7.26 |
Low (YTD): |
4/19/2024 |
4.31 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.08 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.28 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.92 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.02% |
Volatility 6M: |
|
73.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |