HSBC WAR. CALL 01/27 ABEA
/ DE000HS4DGF2
HSBC WAR. CALL 01/27 ABEA/ DE000HS4DGF2 /
| 11/10/2024 21:36:32 |
Chg.+0.0500 |
Bid21:59:54 |
Ask21:59:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.0900EUR |
+1.64% |
3.0600
Bid Size: 100,000 |
3.0800
Ask Size: 100,000 |
Alphabet A |
170.00 USD |
15/01/2027 |
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: |
15/01/2027 |
| Issue date: |
24/01/2024 |
| Last trading day: |
14/01/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
-0.62 |
| Time value: |
3.08 |
| Break-even: |
186.26 |
| Moneyness: |
0.96 |
| Premium: |
0.25 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.65% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
3.02 |
| Rho: |
1.40 |
Quote data
| Open: |
3.0100 |
| High: |
3.0900 |
| Low: |
3.0000 |
| Previous Close: |
3.0400 |
| Turnover: |
2.5956 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.08% |
| 1 Month |
|
|
+11.55% |
| 3 Months |
|
|
-36.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.1200 |
2.9800 |
| 1M High / 1M Low: |
3.2900 |
2.7700 |
| 6M High / 6M Low: |
5.3200 |
2.3000 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.0660 |
| Avg. volume 1W: |
|
118.8000 |
| Avg. price 1M: |
|
3.0124 |
| Avg. volume 1M: |
|
121.8095 |
| Avg. price 6M: |
|
3.7871 |
| Avg. volume 6M: |
|
63.2791 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.61% |
| Volatility 6M: |
|
74.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
