HSBC WAR. CALL 01/27 ABEC
/ DE000HS2RAG7
HSBC WAR. CALL 01/27 ABEC/ DE000HS2RAG7 /
| 05/08/2024 09:36:07 |
Chg.-0.670 |
Bid10:43:58 |
Ask10:43:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.770EUR |
-12.32% |
4.880
Bid Size: 100,000 |
4.960
Ask Size: 100,000 |
Alphabet C |
130.00 USD |
15/01/2027 |
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: |
15/01/2027 |
| Issue date: |
31/10/2023 |
| Last trading day: |
14/01/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.01 |
| Intrinsic value: |
3.52 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
3.52 |
| Time value: |
2.00 |
| Break-even: |
174.35 |
| Moneyness: |
1.30 |
| Premium: |
0.13 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.36% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
2.30 |
| Rho: |
1.76 |
Quote data
| Open: |
4.430 |
| High: |
4.770 |
| Low: |
4.430 |
| Previous Close: |
5.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.60% |
| 1 Month |
|
|
-37.32% |
| 3 Months |
|
|
-20.23% |
| YTD |
|
|
+18.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.920 |
5.440 |
| 1M High / 1M Low: |
7.640 |
5.440 |
| 6M High / 6M Low: |
7.640 |
3.420 |
| High (YTD): |
10/07/2024 |
7.640 |
| Low (YTD): |
06/03/2024 |
3.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.588 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.664 |
| Avg. volume 6M: |
|
40.031 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.21% |
| Volatility 6M: |
|
63.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
