HSBC Call 300 HD 20.12.2024
/ DE000HS2RAW4
HSBC Call 300 HD 20.12.2024/ DE000HS2RAW4 /
| 09/08/2024 14:00:50 |
Chg.+0.120 |
Bid09/08/2024 |
Ask09/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.450EUR |
+2.25% |
5.450
Bid Size: 55,000 |
5.500
Ask Size: 55,000 |
Home Depot Inc |
300.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
HS2RAW |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
31/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.89 |
| Intrinsic value: |
4.43 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.18 |
| Parity: |
4.43 |
| Time value: |
1.03 |
| Break-even: |
329.45 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.55% |
| Delta: |
0.82 |
| Theta: |
-0.08 |
| Omega: |
4.80 |
| Rho: |
0.76 |
Quote data
| Open: |
5.410 |
| High: |
5.480 |
| Low: |
5.400 |
| Previous Close: |
5.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.16% |
| 1 Month |
|
|
+22.75% |
| 3 Months |
|
|
-1.80% |
| YTD |
|
|
-9.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.110 |
5.130 |
| 1M High / 1M Low: |
7.290 |
4.440 |
| 6M High / 6M Low: |
9.720 |
3.480 |
| High (YTD): |
21/03/2024 |
9.720 |
| Low (YTD): |
27/05/2024 |
3.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.070 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.994 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.24% |
| Volatility 6M: |
|
102.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
