HSBC WAR. CALL 01/27 ABEA
/ DE000HS5RLW4
HSBC WAR. CALL 01/27 ABEA/ DE000HS5RLW4 /
9/11/2024 1:35:03 PM |
Chg.-0.0300 |
Bid3:02:08 PM |
Ask3:02:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.4100EUR |
-6.82% |
0.4200 Bid Size: 100,000 |
0.4500 Ask Size: 100,000 |
Alphabet A |
300.00 USD |
1/15/2027 |
Call |
Master data
WKN: |
HS5RLW |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Alphabet A |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 USD |
Maturity: |
1/15/2027 |
Issue date: |
3/28/2024 |
Last trading day: |
1/14/2027 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
30.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
-13.73 |
Time value: |
0.44 |
Break-even: |
276.63 |
Moneyness: |
0.50 |
Premium: |
1.05 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.02 |
Spread %: |
4.76% |
Delta: |
0.16 |
Theta: |
-0.01 |
Omega: |
4.77 |
Rho: |
0.39 |
Quote data
Open: |
0.4000 |
High: |
0.4100 |
Low: |
0.4000 |
Previous Close: |
0.4400 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.64% |
1 Month |
|
|
-37.88% |
3 Months |
|
|
-61.32% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.5500 |
0.4200 |
1M High / 1M Low: |
0.6700 |
0.4200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.4840 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
0.5923 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.93% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |