HSBC WAR. CALL 01/27 PRG/ DE000HS4DP06 /
| 10/07/2024 19:35:10 | Chg.+0.0400 | Bid20:17:15 | Ask20:17:15 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.7000EUR | +1.09% | 3.7100 Bid Size: 50,000 |
3.7400 Ask Size: 50,000 |
PROCTER GAMBLE | 140.00 - | 15/01/2027 | Call |
Master data
| WKN: | HS4DP0 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | PROCTER GAMBLE |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 - |
| Maturity: | 15/01/2027 |
| Issue date: | 24/01/2024 |
| Last trading day: | 14/01/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.80 |
|---|---|
| Intrinsic value: | 1.32 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.12 |
| Parity: | 1.32 |
| Time value: | 2.36 |
| Break-even: | 176.80 |
| Moneyness: | 1.09 |
| Premium: | 0.15 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.03 |
| Spread %: | 0.82% |
| Delta: | 0.74 |
| Theta: | -0.02 |
| Omega: | 3.10 |
| Rho: | 1.95 |
Quote data
| Open: | 3.6600 |
|---|---|
| High: | 3.7000 |
| Low: | 3.6600 |
| Previous Close: | 3.6600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.11% | ||
|---|---|---|---|
| 1 Month | -5.13% | ||
| 3 Months | +15.26% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.7000 | 3.5200 |
|---|---|---|
| 1M High / 1M Low: | 3.9300 | 3.4800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.6060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.7482 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 40.62% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
