HSBC WAR. CALL 01/27 WDP/ DE000HS4DCH7 /
| 8/2/2024 7:36:16 PM | Chg.-0.1200 | Bid9:29:31 PM | Ask9:29:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9300EUR | -11.43% | 0.9000 Bid Size: 100,000 |
0.9200 Ask Size: 100,000 |
Walt Disney Co | 120.00 USD | 1/15/2027 | 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: | 1/15/2027 |
| Issue date: | 1/24/2024 |
| Last trading day: | 1/14/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.77 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.24 |
| Parity: | -2.50 |
| Time value: | 1.07 |
| Break-even: | 121.95 |
| Moneyness: | 0.78 |
| Premium: | 0.41 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.02 |
| Spread %: | 1.90% |
| Delta: | 0.45 |
| Theta: | -0.01 |
| Omega: | 3.65 |
| Rho: | 0.70 |
Quote data
| Open: | 0.9900 |
|---|---|
| High: | 1.0000 |
| Low: | 0.9300 |
| Previous Close: | 1.0500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.11% | ||
|---|---|---|---|
| 1 Month | -26.19% | ||
| 3 Months | -59.21% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0900 | 0.9500 |
|---|---|---|
| 1M High / 1M Low: | 1.2800 | 0.9500 |
| 6M High / 6M Low: | 2.9900 | 0.9500 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1422 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8388 | |
| Avg. volume 6M: | 5.7953 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 59.71% | |
| Volatility 6M: | 82.91% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
