HSBC WAR. CALL 01/27 ABEA
/ DE000HS5RLU8
HSBC WAR. CALL 01/27 ABEA/ DE000HS5RLU8 /
| 06/08/2024 21:37:22 |
Chg.-0.0600 |
Bid21:40:25 |
Ask21:40:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.0300EUR |
-5.50% |
0.9900
Bid Size: 100,000 |
1.0300
Ask Size: 100,000 |
Alphabet A |
260.00 USD |
15/01/2027 |
Call |
Master data
| WKN: |
HS5RLU |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
15/01/2027 |
| Issue date: |
28/03/2024 |
| Last trading day: |
14/01/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
-9.20 |
| Time value: |
1.13 |
| Break-even: |
248.73 |
| Moneyness: |
0.61 |
| Premium: |
0.71 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.06 |
| Spread %: |
5.61% |
| Delta: |
0.30 |
| Theta: |
-0.02 |
| Omega: |
3.89 |
| Rho: |
0.80 |
Quote data
| Open: |
1.2000 |
| High: |
1.2000 |
| Low: |
1.0300 |
| Previous Close: |
1.0900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.36% |
| 1 Month |
|
|
-52.09% |
| 3 Months |
|
|
-29.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.3900 |
1.0900 |
| 1M High / 1M Low: |
2.1700 |
1.0900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.2940 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
1.6714 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
