HSBC WAR. CALL 01/27 PRG/ DE000HS4DP48 /
| 05/08/2024 09:35:16 | Chg.-0.0700 | Bid11:08:00 | Ask11:08:00 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4800EUR | -4.52% | 1.5900 Bid Size: 50,000 |
1.6700 Ask Size: 50,000 |
PROCTER GAMBLE | 180.00 - | 15/01/2027 | Call |
Master data
| WKN: | HS4DP4 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | PROCTER GAMBLE |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 - |
| Maturity: | 15/01/2027 |
| Issue date: | 24/01/2024 |
| Last trading day: | 14/01/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.94 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.13 |
| Parity: | -2.41 |
| Time value: | 1.62 |
| Break-even: | 196.20 |
| Moneyness: | 0.87 |
| Premium: | 0.26 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.02 |
| Spread %: | 1.25% |
| Delta: | 0.49 |
| Theta: | -0.02 |
| Omega: | 4.76 |
| Rho: | 1.49 |
Quote data
| Open: | 1.4800 |
|---|---|
| High: | 1.4800 |
| Low: | 1.4800 |
| Previous Close: | 1.5500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.95% | ||
|---|---|---|---|
| 1 Month | +3.50% | ||
| 3 Months | -5.13% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7200 | 1.2300 |
|---|---|---|
| 1M High / 1M Low: | 1.7200 | 1.2300 |
| 6M High / 6M Low: | 1.7200 | 1.1700 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5095 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4661 | |
| Avg. volume 6M: | 5.4173 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 141.68% | |
| Volatility 6M: | 77.70% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
