HSBC WAR. CALL 01/27 ABEA
/ DE000HS4DGE5
HSBC WAR. CALL 01/27 ABEA/ DE000HS4DGE5 /
10/09/2024 19:35:17 |
Chg.+0.1000 |
Bid19:41:11 |
Ask19:41:11 |
Underlying |
Strike price |
Expiration date |
Option type |
2.7500EUR |
+3.77% |
2.7300 Bid Size: 100,000 |
2.7500 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: |
4.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.25 |
Parity: |
-1.02 |
Time value: |
2.72 |
Break-even: |
172.19 |
Moneyness: |
0.93 |
Premium: |
0.28 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
0.74% |
Delta: |
0.61 |
Theta: |
-0.02 |
Omega: |
3.00 |
Rho: |
1.28 |
Quote data
Open: |
2.6800 |
High: |
2.7900 |
Low: |
2.6800 |
Previous Close: |
2.6500 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.60% |
1 Month |
|
|
-24.45% |
3 Months |
|
|
-42.83% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.2200 |
2.6500 |
1M High / 1M Low: |
3.8300 |
2.6500 |
6M High / 6M Low: |
5.8400 |
2.6000 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.0260 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
3.4590 |
Avg. volume 1M: |
|
71.4286 |
Avg. price 6M: |
|
4.2425 |
Avg. volume 6M: |
|
152.9297 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.41% |
Volatility 6M: |
|
74.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |