HSBC Call 450 NFLX 15.01.2027
/ DE000HS2RF12
HSBC Call 450 NFLX 15.01.2027/ DE000HS2RF12 /
| 2024-12-23 8:18:34 AM |
Chg.+0.13 |
Bid10:31:02 AM |
Ask10:31:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.08EUR |
+2.63% |
5.08
Bid Size: 250,000 |
-
Ask Size: - |
Netflix Inc |
450.00 USD |
2027-01-15 |
Call |
Master data
| WKN: |
HS2RF1 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Netflix Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 USD |
| Maturity: |
2027-01-15 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2027-01-14 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.67 |
| Intrinsic value: |
4.40 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.28 |
| Parity: |
4.40 |
| Time value: |
0.61 |
| Break-even: |
932.31 |
| Moneyness: |
2.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
-0.02 |
| Spread %: |
-0.40% |
| Delta: |
0.92 |
| Theta: |
-0.09 |
| Omega: |
1.59 |
| Rho: |
6.12 |
Quote data
| Open: |
5.08 |
| High: |
5.08 |
| Low: |
5.08 |
| Previous Close: |
4.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.79% |
| 1 Month |
|
|
+3.04% |
| 3 Months |
|
|
+72.79% |
| YTD |
|
|
+211.66% |
| 1 Year |
|
|
+215.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.11 |
4.87 |
| 1M High / 1M Low: |
5.21 |
4.62 |
| 6M High / 6M Low: |
5.21 |
1.96 |
| High (YTD): |
2024-12-12 |
5.21 |
| Low (YTD): |
2024-01-02 |
1.46 |
| 52W High: |
2024-12-12 |
5.21 |
| 52W Low: |
2024-01-02 |
1.46 |
| Avg. price 1W: |
|
5.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.88 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
40.36% |
| Volatility 6M: |
|
58.16% |
| Volatility 1Y: |
|
63.19% |
| Volatility 3Y: |
|
- |
