HSBC Call 35 NCB 20.12.2024
/ DE000HS3XL56
HSBC Call 35 NCB 20.12.2024/ DE000HS3XL56 /
| 2024-11-13 9:57:51 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BANK AMERICA DL... |
35.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
HS3XL5 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
BANK AMERICA DL 0,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.22 |
| Parity: |
0.91 |
| Time value: |
0.14 |
| Break-even: |
45.50 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
0.96% |
| Delta: |
0.83 |
| Theta: |
-0.05 |
| Omega: |
3.49 |
| Rho: |
0.02 |
Quote data
| Open: |
1.00 |
| High: |
1.02 |
| Low: |
1.00 |
| Previous Close: |
1.04 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.92% |
| 1 Month |
|
|
+41.67% |
| 3 Months |
|
|
+121.74% |
| YTD |
|
|
+229.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.04 |
1.02 |
| 1M High / 1M Low: |
1.04 |
0.60 |
| 6M High / 6M Low: |
1.04 |
0.32 |
| High (YTD): |
2024-11-12 |
1.04 |
| Low (YTD): |
2024-01-18 |
0.19 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.37% |
| Volatility 6M: |
|
143.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
