HSBC Call 350 HD 20.12.2024
/ DE000HS2RAY0
HSBC Call 350 HD 20.12.2024/ DE000HS2RAY0 /
15/10/2024 21:35:26 |
Chg.-0.040 |
Bid21:59:55 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.350EUR |
-0.63% |
6.350 Bid Size: 55,000 |
- Ask Size: - |
Home Depot Inc |
350.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
HS2RAY |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Home Depot Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
350.00 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: |
5.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.20 |
Intrinsic value: |
6.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.18 |
Parity: |
6.00 |
Time value: |
0.39 |
Break-even: |
384.74 |
Moneyness: |
1.19 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.05 |
Spread %: |
0.79% |
Delta: |
0.92 |
Theta: |
-0.08 |
Omega: |
5.46 |
Rho: |
0.52 |
Quote data
Open: |
6.380 |
High: |
6.840 |
Low: |
6.320 |
Previous Close: |
6.390 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+70.24% |
3 Months |
|
|
+133.46% |
YTD |
|
|
+106.17% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.450 |
5.930 |
1M High / 1M Low: |
6.450 |
3.760 |
6M High / 6M Low: |
6.450 |
1.100 |
High (YTD): |
09/10/2024 |
6.450 |
Low (YTD): |
27/05/2024 |
1.100 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.230 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.219 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.736 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
78.19% |
Volatility 6M: |
|
156.26% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |