HSBC WAR. CALL 01/26 AEC1
/ DE000HS5REY5
HSBC WAR. CALL 01/26 AEC1/ DE000HS5REY5 /
| 2024-10-15 5:35:50 PM |
Chg.+0.0600 |
Bid7:22:40 PM |
Ask7:22:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.1700EUR |
+2.84% |
2.1800
Bid Size: 75,000 |
2.2000
Ask Size: 75,000 |
American Express Com... |
320.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
HS5REY |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 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: |
12.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
-3.99 |
| Time value: |
2.09 |
| Break-even: |
314.24 |
| Moneyness: |
0.86 |
| Premium: |
0.24 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
0.97% |
| Delta: |
0.43 |
| Theta: |
-0.04 |
| Omega: |
5.19 |
| Rho: |
1.10 |
Quote data
| Open: |
2.0900 |
| High: |
2.1700 |
| Low: |
2.0900 |
| Previous Close: |
2.1100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.30% |
| 1 Month |
|
|
+39.10% |
| 3 Months |
|
|
+77.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.1100 |
1.8500 |
| 1M High / 1M Low: |
2.1400 |
1.6100 |
| 6M High / 6M Low: |
2.1400 |
0.7800 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.9720 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
1.8214 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
1.2849 |
| Avg. volume 6M: |
|
0.0000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.98% |
| Volatility 6M: |
|
117.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
