HSBC WAR. CALL 01/26 PCE1
/ DE000HS5RPF0
HSBC WAR. CALL 01/26 PCE1/ DE000HS5RPF0 /
| 10/9/2024 8:00:23 AM |
Chg.-0.240 |
Bid8:19:47 AM |
Ask8:19:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.090EUR |
-3.27% |
7.130
Bid Size: 500,000 |
7.250
Ask Size: 500,000 |
Booking Holdings Inc |
4,000.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
HS5RPF |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Booking Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,000.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
3/28/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.93 |
| Intrinsic value: |
2.12 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
2.12 |
| Time value: |
5.14 |
| Break-even: |
4,370.45 |
| Moneyness: |
1.06 |
| Premium: |
0.13 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
0.55% |
| Delta: |
0.67 |
| Theta: |
-0.71 |
| Omega: |
3.58 |
| Rho: |
23.85 |
Quote data
| Open: |
7.090 |
| High: |
7.090 |
| Low: |
7.090 |
| Previous Close: |
7.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.54% |
| 1 Month |
|
|
+51.17% |
| 3 Months |
|
|
+9.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.330 |
6.230 |
| 1M High / 1M Low: |
7.330 |
4.690 |
| 6M High / 6M Low: |
7.330 |
2.890 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.716 |
| Avg. volume 1W: |
|
20 |
| Avg. price 1M: |
|
6.044 |
| Avg. volume 1M: |
|
15.909 |
| Avg. price 6M: |
|
5.374 |
| Avg. volume 6M: |
|
3.462 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.65% |
| Volatility 6M: |
|
101.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
