HSBC WAR. CALL 01/27 ABEA
/ DE000HS4DGE5
HSBC WAR. CALL 01/27 ABEA/ DE000HS4DGE5 /
| 11/15/2024 9:37:42 PM |
Chg.-0.2400 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.1100EUR |
-5.52% |
4.1200
Bid Size: 100,000 |
4.1400
Ask Size: 100,000 |
Alphabet A |
160.00 USD |
1/15/2027 |
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: |
1/15/2027 |
| Issue date: |
1/24/2024 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.45 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
1.19 |
| Time value: |
2.95 |
| Break-even: |
193.38 |
| Moneyness: |
1.08 |
| Premium: |
0.18 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.49% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
2.78 |
| Rho: |
1.60 |
Quote data
| Open: |
4.2300 |
| High: |
4.2500 |
| Low: |
4.0700 |
| Previous Close: |
4.3500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.42% |
| 1 Month |
|
|
+17.43% |
| 3 Months |
|
|
+14.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.8200 |
4.1100 |
| 1M High / 1M Low: |
4.8200 |
3.4600 |
| 6M High / 6M Low: |
5.8400 |
2.6500 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.5060 |
| Avg. volume 1W: |
|
100 |
| Avg. price 1M: |
|
4.0543 |
| Avg. volume 1M: |
|
74 |
| Avg. price 6M: |
|
4.1763 |
| Avg. volume 6M: |
|
51.2538 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.67% |
| Volatility 6M: |
|
66.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
