HSBC Call 350 HD 20.12.2024
/ DE000HS2RAY0
HSBC Call 350 HD 20.12.2024/ DE000HS2RAY0 /
| 2024-07-12 9:45:42 AM |
Chg.+0.52 |
Bid1:41:06 PM |
Ask1:41:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.42EUR |
+27.37% |
2.40
Bid Size: 55,000 |
2.44
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: |
2.42 |
| High: |
2.42 |
| Low: |
2.42 |
| Previous Close: |
1.90 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+70.42% |
| 1 Month |
|
|
+50.31% |
| 3 Months |
|
|
-11.03% |
| YTD |
|
|
-21.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.90 |
1.42 |
| 1M High / 1M Low: |
2.70 |
1.42 |
| 6M High / 6M Low: |
5.88 |
1.08 |
| High (YTD): |
2024-03-22 |
5.88 |
| Low (YTD): |
2024-05-28 |
1.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.93 |
| Avg. volume 6M: |
|
34.55 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.37% |
| Volatility 6M: |
|
150.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
