HSBC WAR. CALL 01/27 ABEA
/ DE000HS4DGL0
HSBC WAR. CALL 01/27 ABEA/ DE000HS4DGL0 /
| 11/10/2024 21:35:51 |
Chg.+0.0100 |
Bid21:59:00 |
Ask21:59:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.1900EUR |
+0.85% |
1.1800
Bid Size: 100,000 |
1.1900
Ask Size: 100,000 |
Alphabet A |
240.00 USD |
15/01/2027 |
Call |
Master data
| WKN: |
HS4DGL |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 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: |
12.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
-7.02 |
| Time value: |
1.19 |
| Break-even: |
231.37 |
| Moneyness: |
0.68 |
| Premium: |
0.55 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
0.33 |
| Theta: |
-0.02 |
| Omega: |
4.13 |
| Rho: |
0.84 |
Quote data
| Open: |
1.1700 |
| High: |
1.1900 |
| Low: |
1.1700 |
| Previous Close: |
1.1800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.16% |
| 1 Month |
|
|
+12.26% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.2300 |
1.1400 |
| 1M High / 1M Low: |
1.3100 |
1.0600 |
| 6M High / 6M Low: |
2.6400 |
0.8700 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.1900 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
1.1690 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
1.6919 |
| Avg. volume 6M: |
|
10.2636 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.94% |
| Volatility 6M: |
|
93.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
