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: | - |
