HSBC WAR. CALL 01/26 AEC1
/ DE000HS5RET5
HSBC WAR. CALL 01/26 AEC1/ DE000HS5RET5 /
2024-09-13 9:37:27 PM |
Chg.+0.1600 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.4200EUR |
+3.76% |
4.4700 Bid Size: 75,000 |
4.4800 Ask Size: 75,000 |
American Express Com... |
240.00 USD |
2026-01-16 |
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: |
2026-01-16 |
Issue date: |
2024-03-28 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.46 |
Intrinsic value: |
1.37 |
Implied volatility: |
0.29 |
Historic volatility: |
0.21 |
Parity: |
1.37 |
Time value: |
2.89 |
Break-even: |
259.23 |
Moneyness: |
1.06 |
Premium: |
0.13 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
0.47% |
Delta: |
0.69 |
Theta: |
-0.04 |
Omega: |
3.71 |
Rho: |
1.55 |
Quote data
Open: |
4.2400 |
High: |
4.5000 |
Low: |
4.2400 |
Previous Close: |
4.2600 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+24.51% |
1 Month |
|
|
+34.35% |
3 Months |
|
|
+70.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.2600 |
3.5500 |
1M High / 1M Low: |
4.5100 |
3.2900 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.9420 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
3.9770 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |