HSBC WAR. CALL 01/27 ABEA
/ DE000HS4DGG0
HSBC WAR. CALL 01/27 ABEA/ DE000HS4DGG0 /
| 2024-11-18 9:37:08 AM |
Chg.+0.0400 |
Bid10:15:50 AM |
Ask10:15:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.2300EUR |
+1.25% |
3.2300
Bid Size: 100,000 |
3.2600
Ask Size: 100,000 |
Alphabet A |
180.00 USD |
2027-01-15 |
Call |
Master data
| WKN: |
HS4DGG |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
2027-01-15 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2027-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
-0.71 |
| Time value: |
3.21 |
| Break-even: |
202.94 |
| Moneyness: |
0.96 |
| Premium: |
0.24 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.63% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
3.12 |
| Rho: |
1.47 |
Quote data
| Open: |
3.2300 |
| High: |
3.2300 |
| Low: |
3.2300 |
| Previous Close: |
3.1900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.02% |
| 1 Month |
|
|
+20.52% |
| 3 Months |
|
|
+14.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.7900 |
3.1900 |
| 1M High / 1M Low: |
3.7900 |
2.6500 |
| 6M High / 6M Low: |
4.8400 |
2.0100 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.5200 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
3.1476 |
| Avg. volume 1M: |
|
84.9524 |
| Avg. price 6M: |
|
3.3223 |
| Avg. volume 6M: |
|
29.5923 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.89% |
| Volatility 6M: |
|
73.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
