HSBC WAR. CALL 01/27 BRYN
/ DE000HS4DBZ1
HSBC WAR. CALL 01/27 BRYN/ DE000HS4DBZ1 /
| 06/11/2024 21:37:25 |
Chg.+2.210 |
Bid21:59:59 |
Ask21:59:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.860EUR |
+20.75% |
12.950
Bid Size: 25,000 |
12.990
Ask Size: 25,000 |
Berkshire Hathaway I... |
380.00 USD |
15/01/2027 |
Call |
Master data
| WKN: |
HS4DBZ |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Berkshire Hathaway Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
15/01/2027 |
| Issue date: |
24/01/2024 |
| Last trading day: |
14/01/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.55 |
| Intrinsic value: |
5.95 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.12 |
| Parity: |
5.95 |
| Time value: |
4.91 |
| Break-even: |
456.14 |
| Moneyness: |
1.17 |
| Premium: |
0.12 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
0.37% |
| Delta: |
0.78 |
| Theta: |
-0.05 |
| Omega: |
2.91 |
| Rho: |
4.55 |
Quote data
| Open: |
11.460 |
| High: |
12.860 |
| Low: |
11.460 |
| Previous Close: |
10.650 |
| Turnover: |
3.307 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.82% |
| 1 Month |
|
|
+5.15% |
| 3 Months |
|
|
+32.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.710 |
10.620 |
| 1M High / 1M Low: |
12.550 |
10.620 |
| 6M High / 6M Low: |
13.540 |
8.450 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.198 |
| Avg. volume 1W: |
|
44 |
| Avg. price 1M: |
|
11.861 |
| Avg. volume 1M: |
|
21.273 |
| Avg. price 6M: |
|
10.565 |
| Avg. volume 6M: |
|
6.136 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.45% |
| Volatility 6M: |
|
49.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
