HSBC WAR. CALL 01/27 PRG/ DE000HS4DP22 /
9/10/2024 9:35:06 AM | Chg.-0.0200 | Bid11:34:07 AM | Ask11:34:07 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.9100EUR | -0.68% | 2.9100 Bid Size: 50,000 |
2.9500 Ask Size: 50,000 |
PROCTER GAMBLE | 160.00 - | 1/15/2027 | Call |
Master data
WKN: | HS4DP2 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | PROCTER GAMBLE |
Type: | Warrant |
Option type: | Call |
Strike price: | 160.00 - |
Maturity: | 1/15/2027 |
Issue date: | 1/24/2024 |
Last trading day: | 1/14/2027 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 5.41 |
Leverage: | Yes |
Calculated values
Fair value: | 1.96 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.25 |
Historic volatility: | 0.13 |
Parity: | -0.05 |
Time value: | 2.95 |
Break-even: | 189.50 |
Moneyness: | 1.00 |
Premium: | 0.19 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.02 |
Spread %: | 0.68% |
Delta: | 0.66 |
Theta: | -0.02 |
Omega: | 3.55 |
Rho: | 1.76 |
Quote data
Open: | 2.9000 |
---|---|
High: | 2.9100 |
Low: | 2.9000 |
Previous Close: | 2.9300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +1.39% | ||
---|---|---|---|
1 Month | +5.82% | ||
3 Months | +9.40% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.9400 | 2.8700 |
---|---|---|
1M High / 1M Low: | 2.9400 | 2.4100 |
6M High / 6M Low: | 2.9400 | 1.9600 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.9140 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.6005 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.4689 | |
Avg. volume 6M: | 4.7188 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 42.72% | |
Volatility 6M: | 66.51% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |