HSBC WAR. CALL 01/27 ABEA
/ DE000HS4DGD7
HSBC WAR. CALL 01/27 ABEA/ DE000HS4DGD7 /
06/08/2024 17:35:43 |
Chg.-0.0600 |
Bid19:24:58 |
Ask19:24:58 |
Underlying |
Strike price |
Expiration date |
Option type |
3.9600EUR |
-1.49% |
3.9300 Bid Size: 100,000 |
3.9800 Ask Size: 100,000 |
Alphabet A |
150.00 USD |
15/01/2027 |
Call |
Master data
WKN: |
HS4DGD |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Alphabet A |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
15/01/2027 |
Issue date: |
24/01/2024 |
Last trading day: |
14/01/2027 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.23 |
Intrinsic value: |
0.84 |
Implied volatility: |
0.35 |
Historic volatility: |
0.25 |
Parity: |
0.84 |
Time value: |
3.19 |
Break-even: |
177.28 |
Moneyness: |
1.06 |
Premium: |
0.22 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.06 |
Spread %: |
1.51% |
Delta: |
0.71 |
Theta: |
-0.02 |
Omega: |
2.55 |
Rho: |
1.53 |
Quote data
Open: |
4.2700 |
High: |
4.2700 |
Low: |
3.9600 |
Previous Close: |
4.0200 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.92% |
1 Month |
|
|
-38.03% |
3 Months |
|
|
-18.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.7500 |
4.0200 |
1M High / 1M Low: |
6.3900 |
4.0200 |
6M High / 6M Low: |
6.3900 |
2.5700 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.5060 |
Avg. volume 1W: |
|
8.4000 |
Avg. price 1M: |
|
5.2962 |
Avg. volume 1M: |
|
22.3810 |
Avg. price 6M: |
|
4.5617 |
Avg. volume 6M: |
|
119.0079 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
75.91% |
Volatility 6M: |
|
72.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |