HSBC WAR. CALL 01/27 WDP/ DE000HS4DCH7 /
06/09/2024 21:35:08 | Chg.-0.0300 | Bid21:59:36 | Ask21:59:36 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8000EUR | -3.61% | 0.8000 Bid Size: 100,000 |
0.8200 Ask Size: 100,000 |
Walt Disney Co | 120.00 USD | 15/01/2027 | Call |
Master data
WKN: | HS4DCH |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Walt Disney Co |
Type: | Warrant |
Option type: | Call |
Strike price: | 120.00 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: | 9.67 |
Leverage: | Yes |
Calculated values
Fair value: | 0.51 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.30 |
Historic volatility: | 0.24 |
Parity: | -2.89 |
Time value: | 0.82 |
Break-even: | 116.45 |
Moneyness: | 0.73 |
Premium: | 0.47 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.02 |
Spread %: | 2.50% |
Delta: | 0.40 |
Theta: | -0.01 |
Omega: | 3.86 |
Rho: | 0.55 |
Quote data
Open: | 0.8000 |
---|---|
High: | 0.8000 |
Low: | 0.8000 |
Previous Close: | 0.8300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -6.98% | ||
---|---|---|---|
1 Month | 0.00% | ||
3 Months | -44.83% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8500 | 0.8000 |
---|---|---|
1M High / 1M Low: | 0.9100 | 0.7500 |
6M High / 6M Low: | 2.9900 | 0.7500 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8360 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8414 | |
Avg. volume 1M: | 2.2727 | |
Avg. price 6M: | 1.5979 | |
Avg. volume 6M: | 5.9844 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 57.89% | |
Volatility 6M: | 71.00% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |