HSBC Call 400 GS 20.12.2024
/ DE000HS2RAT0
HSBC Call 400 GS 20.12.2024/ DE000HS2RAT0 /
| 2024-09-05 8:17:40 AM |
Chg.+0.40 |
Bid5:24:35 PM |
Ask5:24:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.90EUR |
+4.71% |
8.90
Bid Size: 50,000 |
-
Ask Size: - |
Goldman Sachs Group ... |
400.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
HS2RAT |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 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: |
4.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.59 |
| Intrinsic value: |
8.18 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
8.18 |
| Time value: |
0.76 |
| Break-even: |
450.40 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.90 |
| Theta: |
-0.09 |
| Omega: |
4.47 |
| Rho: |
0.90 |
Quote data
| Open: |
8.90 |
| High: |
8.90 |
| Low: |
8.90 |
| Previous Close: |
8.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.20% |
| 1 Month |
|
|
+49.83% |
| 3 Months |
|
|
+31.27% |
| YTD |
|
|
+179.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.54 |
8.50 |
| 1M High / 1M Low: |
10.54 |
5.94 |
| 6M High / 6M Low: |
10.76 |
2.65 |
| High (YTD): |
2024-08-01 |
10.76 |
| Low (YTD): |
2024-01-29 |
2.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.39% |
| Volatility 6M: |
|
133.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
