HSBC WAR. CALL 01/27 PRG/ DE000HS4DP63 /
| 05/08/2024 11:35:58 | Chg.+0.0100 | Bid12:55:33 | Ask12:55:33 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8500EUR | +1.19% | 0.8200 Bid Size: 50,000 |
0.9000 Ask Size: 50,000 |
PROCTER GAMBLE | 200.00 - | 15/01/2027 | Call |
Master data
| WKN: | HS4DP6 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | PROCTER GAMBLE |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 15/01/2027 |
| Issue date: | 24/01/2024 |
| Last trading day: | 14/01/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 17.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.45 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.13 |
| Parity: | -4.41 |
| Time value: | 0.90 |
| Break-even: | 209.00 |
| Moneyness: | 0.78 |
| Premium: | 0.34 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.02 |
| Spread %: | 2.27% |
| Delta: | 0.34 |
| Theta: | -0.01 |
| Omega: | 5.95 |
| Rho: | 1.09 |
Quote data
| Open: | 0.7800 |
|---|---|
| High: | 0.8500 |
| Low: | 0.7800 |
| Previous Close: | 0.8400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.37% | ||
|---|---|---|---|
| 1 Month | +7.59% | ||
| 3 Months | -3.41% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9700 | 0.6500 |
|---|---|---|
| 1M High / 1M Low: | 0.9700 | 0.6500 |
| 6M High / 6M Low: | 0.9800 | 0.6400 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8343 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8296 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 160.50% | |
| Volatility 6M: | 90.38% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
