HSBC WAR. CALL 01/27 ABEA
/ DE000HS4DGH8
HSBC WAR. CALL 01/27 ABEA/ DE000HS4DGH8 /
| 10/18/2024 9:36:06 PM |
Chg.-0.0200 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.3400EUR |
-0.85% |
2.3100
Bid Size: 100,000 |
2.3300
Ask Size: 100,000 |
Alphabet A |
190.00 USD |
1/15/2027 |
Call |
Master data
| WKN: |
HS4DGH |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
1/15/2027 |
| Issue date: |
1/24/2024 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
-2.50 |
| Time value: |
2.34 |
| Break-even: |
198.85 |
| Moneyness: |
0.86 |
| Premium: |
0.32 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.86% |
| Delta: |
0.53 |
| Theta: |
-0.02 |
| Omega: |
3.38 |
| Rho: |
1.25 |
Quote data
| Open: |
2.3200 |
| High: |
2.3500 |
| Low: |
2.3200 |
| Previous Close: |
2.3600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.27% |
| 1 Month |
|
|
+1.74% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.4500 |
2.3400 |
| 1M High / 1M Low: |
2.5500 |
2.2200 |
| 6M High / 6M Low: |
4.3900 |
1.7500 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.4020 |
| Avg. volume 1W: |
|
60 |
| Avg. price 1M: |
|
2.3650 |
| Avg. volume 1M: |
|
13.6364 |
| Avg. price 6M: |
|
3.0089 |
| Avg. volume 6M: |
|
16.4077 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.61% |
| Volatility 6M: |
|
81.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
