HSBC WAR. CALL 03/25 ABEA
/ DE000HS4PCF5
HSBC WAR. CALL 03/25 ABEA/ DE000HS4PCF5 /
16/07/2024 08:00:02 |
Chg.+0.0900 |
Bid08:52:36 |
Ask08:52:36 |
Underlying |
Strike price |
Expiration date |
Option type |
4.2500EUR |
+2.16% |
4.2200 Bid Size: 100,000 |
4.2600 Ask Size: 100,000 |
Alphabet A |
150.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
HS4PCF |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Alphabet A |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
08/02/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.75 |
Intrinsic value: |
3.22 |
Implied volatility: |
0.34 |
Historic volatility: |
0.25 |
Parity: |
3.22 |
Time value: |
0.82 |
Break-even: |
178.20 |
Moneyness: |
1.23 |
Premium: |
0.05 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.50% |
Delta: |
0.83 |
Theta: |
-0.03 |
Omega: |
3.51 |
Rho: |
0.69 |
Quote data
Open: |
4.2500 |
High: |
4.2500 |
Low: |
4.2500 |
Previous Close: |
4.1600 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.63% |
1 Month |
|
|
+21.43% |
3 Months |
|
|
+82.40% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.5700 |
4.1100 |
1M High / 1M Low: |
4.5700 |
3.3400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.2760 |
Avg. volume 1W: |
|
48.4000 |
Avg. price 1M: |
|
4.0057 |
Avg. volume 1M: |
|
11.5238 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
76.50% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |