HSBC WAR. CALL 01/26 AEC1
/ DE000HS5REV1
HSBC WAR. CALL 01/26 AEC1/ DE000HS5REV1 /
| 2025-01-02 3:35:17 PM |
Chg.-0.090 |
Bid4:23:03 PM |
Ask4:23:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.930EUR |
-1.50% |
5.870
Bid Size: 75,000 |
5.900
Ask Size: 75,000 |
American Express Com... |
260.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
HS5REV |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 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: |
4.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.17 |
| Intrinsic value: |
3.55 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
3.55 |
| Time value: |
2.31 |
| Break-even: |
309.78 |
| Moneyness: |
1.14 |
| Premium: |
0.08 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
0.51% |
| Delta: |
0.75 |
| Theta: |
-0.05 |
| Omega: |
3.67 |
| Rho: |
1.62 |
Quote data
| Open: |
5.850 |
| High: |
5.990 |
| Low: |
5.840 |
| Previous Close: |
6.020 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.34% |
| 1 Month |
|
|
-5.87% |
| 3 Months |
|
|
+46.42% |
| YTD |
|
|
-1.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.080 |
6.020 |
| 1M High / 1M Low: |
6.360 |
5.570 |
| 6M High / 6M Low: |
6.640 |
2.120 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.109 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.100 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.69% |
| Volatility 6M: |
|
105.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
