HSBC WAR. CALL 01/25 ABEA
/ DE000HS3A9U7
HSBC WAR. CALL 01/25 ABEA/ DE000HS3A9U7 /
| 2024-06-28 9:37:06 PM |
Chg.-0.1100 |
Bid9:59:36 PM |
Ask9:59:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.8400EUR |
-5.64% |
1.7600
Bid Size: 100,000 |
1.7700
Ask Size: 100,000 |
Alphabet A |
180.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
HS3A9U |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 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: |
9.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
0.20 |
| Time value: |
1.57 |
| Break-even: |
185.71 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
0.60 |
| Theta: |
-0.04 |
| Omega: |
5.77 |
| Rho: |
0.47 |
Quote data
| Open: |
2.0200 |
| High: |
2.0200 |
| Low: |
1.8400 |
| Previous Close: |
1.9500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.84% |
| 1 Month |
|
|
+17.95% |
| 3 Months |
|
|
+148.65% |
| YTD |
|
|
+206.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.9500 |
1.6100 |
| 1M High / 1M Low: |
1.9500 |
1.3000 |
| 6M High / 6M Low: |
1.9500 |
0.3000 |
| High (YTD): |
2024-06-27 |
1.9500 |
| Low (YTD): |
2024-03-06 |
0.3000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.8240 |
| Avg. volume 1W: |
|
344.2000 |
| Avg. price 1M: |
|
1.5261 |
| Avg. volume 1M: |
|
170.6957 |
| Avg. price 6M: |
|
0.9281 |
| Avg. volume 6M: |
|
521.5276 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.53% |
| Volatility 6M: |
|
177.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
