HSBC Call 350 HD 20.12.2024
/ DE000HS2RAY0
HSBC Call 350 HD 20.12.2024/ DE000HS2RAY0 /
| 13/09/2024 21:35:28 |
Chg.+0.430 |
Bid21:59:52 |
Ask21:59:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.730EUR |
+13.03% |
3.680
Bid Size: 55,000 |
3.710
Ask Size: 55,000 |
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: |
10.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.86 |
| Intrinsic value: |
2.21 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
2.21 |
| Time value: |
1.11 |
| Break-even: |
349.11 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.61% |
| Delta: |
0.73 |
| Theta: |
-0.10 |
| Omega: |
7.46 |
| Rho: |
0.58 |
Quote data
| Open: |
3.260 |
| High: |
3.810 |
| Low: |
3.260 |
| Previous Close: |
3.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.61% |
| 1 Month |
|
|
+81.95% |
| 3 Months |
|
|
+68.02% |
| YTD |
|
|
+21.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.300 |
2.510 |
| 1M High / 1M Low: |
3.300 |
2.050 |
| 6M High / 6M Low: |
5.890 |
1.100 |
| High (YTD): |
21/03/2024 |
5.890 |
| Low (YTD): |
27/05/2024 |
1.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.924 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.790 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.566 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.54% |
| Volatility 6M: |
|
163.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
