HSBC WAR. CALL 01/27 ABEA
/ DE000HS4DGL0
HSBC WAR. CALL 01/27 ABEA/ DE000HS4DGL0 /
9/10/2024 9:35:55 PM |
Chg.+0.0500 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.9200EUR |
+5.75% |
0.8900 Bid Size: 100,000 |
0.9100 Ask Size: 100,000 |
Alphabet A |
240.00 USD |
1/15/2027 |
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: |
1/15/2027 |
Issue date: |
1/24/2024 |
Last trading day: |
1/14/2027 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.25 |
Parity: |
-8.27 |
Time value: |
0.90 |
Break-even: |
226.48 |
Moneyness: |
0.62 |
Premium: |
0.68 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.02 |
Spread %: |
2.27% |
Delta: |
0.28 |
Theta: |
-0.02 |
Omega: |
4.20 |
Rho: |
0.68 |
Quote data
Open: |
0.8700 |
High: |
0.9200 |
Low: |
0.8700 |
Previous Close: |
0.8700 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.30% |
1 Month |
|
|
-32.85% |
3 Months |
|
|
-54.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.1400 |
0.8700 |
1M High / 1M Low: |
1.4300 |
0.8700 |
6M High / 6M Low: |
2.6400 |
0.8700 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.0480 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
1.2538 |
Avg. volume 1M: |
|
20.4762 |
Avg. price 6M: |
|
1.7283 |
Avg. volume 6M: |
|
10.3438 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
88.24% |
Volatility 6M: |
|
97.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |