HSBC WAR. CALL 01/27 ABEA
/ DE000HS4DGG0
HSBC WAR. CALL 01/27 ABEA/ DE000HS4DGG0 /
7/11/2024 8:00:28 AM |
Chg.0.0000 |
Bid9:31:41 AM |
Ask9:31:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
4.8400EUR |
0.00% |
4.8400 Bid Size: 100,000 |
4.8700 Ask Size: 100,000 |
Alphabet A |
180.00 USD |
1/15/2027 |
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: |
1/15/2027 |
Issue date: |
1/24/2024 |
Last trading day: |
1/14/2027 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.86 |
Intrinsic value: |
0.83 |
Implied volatility: |
0.34 |
Historic volatility: |
0.25 |
Parity: |
0.83 |
Time value: |
3.89 |
Break-even: |
213.65 |
Moneyness: |
1.05 |
Premium: |
0.22 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
0.43% |
Delta: |
0.70 |
Theta: |
-0.03 |
Omega: |
2.60 |
Rho: |
1.90 |
Quote data
Open: |
4.8400 |
High: |
4.8400 |
Low: |
4.8400 |
Previous Close: |
4.8400 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.32% |
1 Month |
|
|
+21.91% |
3 Months |
|
|
+48.92% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.8400 |
4.5100 |
1M High / 1M Low: |
4.8400 |
3.8500 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.7240 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
4.3027 |
Avg. volume 1M: |
|
37.8182 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
50.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |