HSBC WAR. CALL 01/27 ABEA
/ DE000HS4DGE5
HSBC WAR. CALL 01/27 ABEA/ DE000HS4DGE5 /
| 02/08/2024 21:36:14 |
Chg.-0.2700 |
Bid21:59:43 |
Ask21:59:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.9200EUR |
-6.44% |
3.9400
Bid Size: 100,000 |
3.9600
Ask Size: 100,000 |
Alphabet A |
160.00 USD |
15/01/2027 |
Call |
Master data
| WKN: |
HS4DGE |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
3.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.24 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
0.61 |
| Time value: |
3.35 |
| Break-even: |
186.24 |
| Moneyness: |
1.04 |
| Premium: |
0.22 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.51% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
2.68 |
| Rho: |
1.63 |
Quote data
| Open: |
4.0700 |
| High: |
4.0700 |
| Low: |
3.8700 |
| Previous Close: |
4.1900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.51% |
| 1 Month |
|
|
-28.73% |
| 3 Months |
|
|
-9.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.2700 |
3.9200 |
| 1M High / 1M Low: |
5.8400 |
3.9200 |
| 6M High / 6M Low: |
5.8400 |
2.2600 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.1680 |
| Avg. volume 1W: |
|
7.2000 |
| Avg. price 1M: |
|
4.9268 |
| Avg. volume 1M: |
|
57.8182 |
| Avg. price 6M: |
|
4.1027 |
| Avg. volume 6M: |
|
174.3465 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.79% |
| Volatility 6M: |
|
74.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
