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HSBC WAR. CALL 01/27 ABEC/  DE000HS2RAG7  /

gettex Zettex2
2024-11-15  9:37:07 PM Chg.-0.290 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
5.860EUR -4.72% 5.850
Bid Size: 100,000		 5.870
Ask Size: 100,000		 Alphabet C 130.00 USD 2027-01-15 Call
 

Master data

WKN: HS2RAG
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Alphabet C
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 2027-01-15
Issue date: 2023-10-31
Last trading day: 2027-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.81
Leverage: Yes

Calculated values

Fair value: 5.38
Intrinsic value: 4.17
Implied volatility: 0.33
Historic volatility: 0.24
Parity: 4.17
Time value: 1.70
Break-even: 182.18
Moneyness: 1.34
Premium: 0.10
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.34%
Delta: 0.84
Theta: -0.02
Omega: 2.35
Rho: 1.72
 

Quote data

Open: 6.060
High: 6.060
Low: 5.820
Previous Close: 6.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.98%
1 Month  
+15.81%
3 Months  
+13.79%
YTD  
+46.13%
1 Year  
+50.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.650 5.860
1M High / 1M Low: 6.650 5.050
6M High / 6M Low: 7.640 3.890
High (YTD): 2024-07-10 7.640
Low (YTD): 2024-03-06 3.420
52W High: 2024-07-10 7.640
52W Low: 2024-03-06 3.420
Avg. price 1W:   6.314
Avg. volume 1W:   0.000
Avg. price 1M:   5.725
Avg. volume 1M:   111.727
Avg. price 6M:   5.797
Avg. volume 6M:   19.679
Avg. price 1Y:   5.175
Avg. volume 1Y:   40.345
Volatility 1M:   72.82%
Volatility 6M:   56.35%
Volatility 1Y:   62.10%
Volatility 3Y:   -