HSBC WAR. CALL 01/25 ABEA
/ DE000HS3A9R3
HSBC WAR. CALL 01/25 ABEA/ DE000HS3A9R3 /
| 2024-08-05 8:23:38 AM |
Chg.-0.9800 |
Bid8:31:47 AM |
Ask8:31:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.3700EUR |
-41.70% |
1.2500
Bid Size: 100,000 |
1.2900
Ask Size: 100,000 |
Alphabet A |
150.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
HS3A9R |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
1.53 |
| Time value: |
0.86 |
| Break-even: |
161.38 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.84% |
| Delta: |
0.74 |
| Theta: |
-0.04 |
| Omega: |
4.72 |
| Rho: |
0.41 |
Quote data
| Open: |
1.3700 |
| High: |
1.3700 |
| Low: |
1.3700 |
| Previous Close: |
2.3500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.69% |
| 1 Month |
|
|
-68.36% |
| 3 Months |
|
|
-49.26% |
| YTD |
|
|
-4.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.6400 |
2.3500 |
| 1M High / 1M Low: |
4.3300 |
2.3100 |
| 6M High / 6M Low: |
4.3300 |
0.8600 |
| High (YTD): |
2024-07-10 |
4.3300 |
| Low (YTD): |
2024-03-06 |
0.8600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.5420 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
3.3171 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
2.5148 |
| Avg. volume 6M: |
|
50.9764 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.16% |
| Volatility 6M: |
|
131.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
