HSBC WAR. CALL 01/27 WDP/ DE000HS4DCL9 /
09/09/2024 17:36:12 | Chg.-0.0100 | Bid09/09/2024 | Ask09/09/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3800EUR | -2.56% | 0.3800 Bid Size: 100,000 |
0.4000 Ask Size: 100,000 |
Walt Disney Co | 150.00 USD | 15/01/2027 | Call |
Master data
WKN: | HS4DCL |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Walt Disney Co |
Type: | Warrant |
Option type: | Call |
Strike price: | 150.00 USD |
Maturity: | 15/01/2027 |
Issue date: | 24/01/2024 |
Last trading day: | 14/01/2027 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 19.35 |
Leverage: | Yes |
Calculated values
Fair value: | 0.18 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.31 |
Historic volatility: | 0.24 |
Parity: | -5.60 |
Time value: | 0.41 |
Break-even: | 139.40 |
Moneyness: | 0.59 |
Premium: | 0.76 |
Premium p.a.: | 0.27 |
Spread abs.: | 0.02 |
Spread %: | 5.13% |
Delta: | 0.23 |
Theta: | -0.01 |
Omega: | 4.52 |
Rho: | 0.34 |
Quote data
Open: | 0.3700 |
---|---|
High: | 0.3800 |
Low: | 0.3700 |
Previous Close: | 0.3900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -5.00% | ||
---|---|---|---|
1 Month | 0.00% | ||
3 Months | -50.65% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4200 | 0.3900 |
---|---|---|
1M High / 1M Low: | 0.4500 | 0.3600 |
6M High / 6M Low: | 1.8600 | 0.3600 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.4040 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4129 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.8919 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 68.42% | |
Volatility 6M: | 79.06% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |