HSBC WAR. CALL 01/26 AEC1
/ DE000HS5RET5
HSBC WAR. CALL 01/26 AEC1/ DE000HS5RET5 /
| 10/15/2024 5:36:40 PM |
Chg.+0.090 |
Bid7:08:37 PM |
Ask7:08:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.820EUR |
+1.57% |
5.890
Bid Size: 75,000 |
5.920
Ask Size: 75,000 |
American Express Com... |
240.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
HS5RET |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
3/28/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.90 |
| Intrinsic value: |
3.35 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
3.35 |
| Time value: |
2.36 |
| Break-even: |
277.10 |
| Moneyness: |
1.15 |
| Premium: |
0.09 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.53% |
| Delta: |
0.76 |
| Theta: |
-0.04 |
| Omega: |
3.37 |
| Rho: |
1.70 |
Quote data
| Open: |
5.700 |
| High: |
5.820 |
| Low: |
5.700 |
| Previous Close: |
5.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.01% |
| 1 Month |
|
|
+31.67% |
| 3 Months |
|
|
+56.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.730 |
5.150 |
| 1M High / 1M Low: |
5.730 |
4.560 |
| 6M High / 6M Low: |
5.730 |
2.600 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.106 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.812 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.83% |
| Volatility 6M: |
|
88.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
