HSBC WAR. CALL 01/27 PRG/ DE000HS4DP30 /
| 11/15/2024 9:37:30 PM | Chg.+0.1500 | Bid9:59:18 PM | Ask9:59:18 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1000EUR | +7.69% | 2.0700 Bid Size: 50,000 |
2.0900 Ask Size: 50,000 |
PROCTER GAMBLE | 170.00 - | 1/15/2027 | Call |
Master data
| WKN: | HS4DP3 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | PROCTER GAMBLE |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 170.00 - |
| Maturity: | 1/15/2027 |
| Issue date: | 1/24/2024 |
| Last trading day: | 1/14/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.71 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.45 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.14 |
| Parity: | -0.90 |
| Time value: | 2.09 |
| Break-even: | 190.90 |
| Moneyness: | 0.95 |
| Premium: | 0.19 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.02 |
| Spread %: | 0.97% |
| Delta: | 0.58 |
| Theta: | -0.02 |
| Omega: | 4.45 |
| Rho: | 1.56 |
Quote data
| Open: | 1.8700 |
|---|---|
| High: | 2.1000 |
| Low: | 1.8700 |
| Previous Close: | 1.9500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.95% | ||
|---|---|---|---|
| 1 Month | -3.67% | ||
| 3 Months | +8.25% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1000 | 1.8700 |
|---|---|---|
| 1M High / 1M Low: | 2.1800 | 1.5600 |
| 6M High / 6M Low: | 2.4400 | 1.5600 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.9380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9127 | |
| Avg. volume 1M: | 65.5455 | |
| Avg. price 6M: | 2.0223 | |
| Avg. volume 6M: | 35.6489 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 86.94% | |
| Volatility 6M: | 79.55% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
