HSBC WAR. CALL 01/27 ABEC
/ DE000HS2RAL7
HSBC WAR. CALL 01/27 ABEC/ DE000HS2RAL7 /
| 2024-10-11 9:36:58 PM |
Chg.+0.0400 |
Bid9:59:13 PM |
Ask9:59:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.7100EUR |
+1.50% |
2.6900
Bid Size: 100,000 |
2.7100
Ask Size: 100,000 |
Alphabet C |
180.00 USD |
2027-01-15 |
Call |
Master data
| WKN: |
HS2RAL |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet C |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 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: |
5.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
-1.42 |
| Time value: |
2.71 |
| Break-even: |
191.71 |
| Moneyness: |
0.91 |
| Premium: |
0.27 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.74% |
| Delta: |
0.58 |
| Theta: |
-0.02 |
| Omega: |
3.22 |
| Rho: |
1.36 |
Quote data
| Open: |
2.6300 |
| High: |
2.7100 |
| Low: |
2.6300 |
| Previous Close: |
2.6700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.23% |
| 1 Month |
|
|
+19.38% |
| 3 Months |
|
|
-38.27% |
| YTD |
|
|
+29.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.7500 |
2.6100 |
| 1M High / 1M Low: |
2.8900 |
2.2700 |
| 6M High / 6M Low: |
4.8400 |
2.0400 |
| High (YTD): |
2024-07-10 |
4.8400 |
| Low (YTD): |
2024-03-06 |
1.7700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.6960 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
2.6214 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
3.3909 |
| Avg. volume 6M: |
|
4.0615 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.76% |
| Volatility 6M: |
|
78.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
