HSBC Call 300 HD 20.12.2024
/ DE000HS2RAW4
HSBC Call 300 HD 20.12.2024/ DE000HS2RAW4 /
8/9/2024 2:00:50 PM |
Chg.+0.120 |
Bid8/9/2024 |
Ask8/9/2024 |
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 |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
10/31/2023 |
Last trading day: |
12/19/2024 |
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): |
3/21/2024 |
9.720 |
Low (YTD): |
5/27/2024 |
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: |
|
- |