HSBC Call 350 HD 20.12.2024
/ DE000HS2RAY0
HSBC Call 350 HD 20.12.2024/ DE000HS2RAY0 /
2024-07-12 3:00:51 PM |
Chg.+0.140 |
Bid3:06:11 PM |
Ask3:06:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.470EUR |
+6.01% |
2.470 Bid Size: 55,000 |
2.510 Ask Size: 55,000 |
Home Depot Inc |
350.00 USD |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-10-31 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.94 |
Intrinsic value: |
0.35 |
Implied volatility: |
0.23 |
Historic volatility: |
0.17 |
Parity: |
0.35 |
Time value: |
2.07 |
Break-even: |
346.07 |
Moneyness: |
1.01 |
Premium: |
0.06 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
0.83% |
Delta: |
0.60 |
Theta: |
-0.08 |
Omega: |
8.05 |
Rho: |
0.75 |
Quote data
Open: |
2.420 |
High: |
2.500 |
Low: |
2.370 |
Previous Close: |
2.330 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+60.39% |
1 Month |
|
|
+26.67% |
3 Months |
|
|
0.00% |
YTD |
|
|
-19.81% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.330 |
1.540 |
1M High / 1M Low: |
2.620 |
1.400 |
6M High / 6M Low: |
5.890 |
1.100 |
High (YTD): |
2024-03-21 |
5.890 |
Low (YTD): |
2024-05-27 |
1.100 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.800 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.985 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.931 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
194.89% |
Volatility 6M: |
|
143.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |