HSBC WAR. CALL 01/27 ABEA
/ DE000HS4DGF2
HSBC WAR. CALL 01/27 ABEA/ DE000HS4DGF2 /
| 7/10/2024 7:36:40 PM |
Chg.+0.140 |
Bid9:35:48 PM |
Ask9:35:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.330EUR |
+2.70% |
5.300
Bid Size: 100,000 |
5.320
Ask Size: 100,000 |
Alphabet A |
170.00 USD |
1/15/2027 |
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: |
1/15/2027 |
| Issue date: |
1/24/2024 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.36 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
1.76 |
| Time value: |
3.44 |
| Break-even: |
209.20 |
| Moneyness: |
1.11 |
| Premium: |
0.20 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.39% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
2.48 |
| Rho: |
1.93 |
Quote data
| Open: |
5.210 |
| High: |
5.330 |
| Low: |
5.210 |
| Previous Close: |
5.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.03% |
| 1 Month |
|
|
+22.81% |
| 3 Months |
|
|
+56.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.320 |
4.980 |
| 1M High / 1M Low: |
5.320 |
4.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.134 |
| Avg. volume 1W: |
|
20 |
| Avg. price 1M: |
|
4.718 |
| Avg. volume 1M: |
|
57.955 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
