HSBC WAR. CALL 01/27 ABEA
/ DE000HS4DGF2
HSBC WAR. CALL 01/27 ABEA/ DE000HS4DGF2 /
| 2024-08-02 9:36:31 PM |
Chg.-0.2500 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.4900EUR |
-6.68% |
3.5100
Bid Size: 100,000 |
3.5300
Ask Size: 100,000 |
Alphabet A |
170.00 USD |
2027-01-15 |
Call |
Master data
| WKN: |
HS4DGF |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2027-01-15 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2027-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
-0.31 |
| Time value: |
3.53 |
| Break-even: |
191.11 |
| Moneyness: |
0.98 |
| Premium: |
0.25 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.57% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
2.82 |
| Rho: |
1.58 |
Quote data
| Open: |
3.6300 |
| High: |
3.6300 |
| Low: |
3.4500 |
| Previous Close: |
3.7400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.92% |
| 1 Month |
|
|
-34.40% |
| 3 Months |
|
|
-10.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.8100 |
3.4900 |
| 1M High / 1M Low: |
5.3200 |
3.4900 |
| 6M High / 6M Low: |
5.3200 |
1.9800 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.7220 |
| Avg. volume 1W: |
|
28 |
| Avg. price 1M: |
|
4.4162 |
| Avg. volume 1M: |
|
39.9048 |
| Avg. price 6M: |
|
3.6743 |
| Avg. volume 6M: |
|
38.8819 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.23% |
| Volatility 6M: |
|
78.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
