HSBC WAR. CALL 01/26 MDO/ DE000HS75Y52 /
9/6/2024 9:36:49 PM | Chg.+0.1300 | Bid9:59:51 PM | Ask9:59:51 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.5600EUR | +2.93% | 4.5400 Bid Size: 50,000 |
4.5500 Ask Size: 50,000 |
McDonalds Corp | 260.00 USD | 1/16/2026 | Call |
Master data
WKN: | HS75Y5 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | McDonalds Corp |
Type: | Warrant |
Option type: | Call |
Strike price: | 260.00 USD |
Maturity: | 1/16/2026 |
Issue date: | 6/11/2024 |
Last trading day: | 1/15/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 5.74 |
Leverage: | Yes |
Calculated values
Fair value: | 4.22 |
---|---|
Intrinsic value: | 2.66 |
Implied volatility: | 0.19 |
Historic volatility: | 0.15 |
Parity: | 2.66 |
Time value: | 1.89 |
Break-even: | 280.04 |
Moneyness: | 1.11 |
Premium: | 0.07 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.01 |
Spread %: | 0.22% |
Delta: | 0.79 |
Theta: | -0.03 |
Omega: | 4.53 |
Rho: | 2.18 |
Quote data
Open: | 4.4200 |
---|---|
High: | 4.6800 |
Low: | 4.3900 |
Previous Close: | 4.4300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +6.54% | ||
---|---|---|---|
1 Month | +31.41% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.5600 | 4.2500 |
---|---|---|
1M High / 1M Low: | 4.5600 | 3.2500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.3960 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.0378 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 68.00% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |