HSBC WAR. CALL 01/27 PRG/ DE000HS4DP22 /
| 2024-08-02 9:35:34 PM | Chg.+0.1700 | Bid9:59:58 PM | Ask9:59:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.5400EUR | +7.17% | 2.6000 Bid Size: 50,000 |
2.6200 Ask Size: 50,000 |
PROCTER GAMBLE | 160.00 - | 2027-01-15 | Call |
Master data
| WKN: | HS4DP2 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | PROCTER GAMBLE |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 2027-01-15 |
| Issue date: | 2024-01-24 |
| Last trading day: | 2027-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.90 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.79 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.13 |
| Parity: | -0.41 |
| Time value: | 2.64 |
| Break-even: | 186.40 |
| Moneyness: | 0.97 |
| Premium: | 0.20 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.02 |
| Spread %: | 0.76% |
| Delta: | 0.64 |
| Theta: | -0.02 |
| Omega: | 3.77 |
| Rho: | 1.79 |
Quote data
| Open: | 2.3000 |
|---|---|
| High: | 2.5400 |
| Low: | 2.3000 |
| Previous Close: | 2.3700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.64% | ||
|---|---|---|---|
| 1 Month | +6.28% | ||
| 3 Months | +0.79% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.7500 | 2.1000 |
|---|---|---|
| 1M High / 1M Low: | 2.7500 | 2.1000 |
| 6M High / 6M Low: | 2.7500 | 1.9600 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4790 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.3882 | |
| Avg. volume 6M: | 4.7559 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 116.53% | |
| Volatility 6M: | 64.56% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
