HSBC WAR. CALL 06/25 HDI/ DE000HS75US4 /
30/08/2024 21:37:38 | Chg.-0.0800 | Bid21:59:59 | Ask21:59:59 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.1200EUR | -1.90% | 4.1500 Bid Size: 55,000 |
4.1700 Ask Size: 55,000 |
Home Depot Inc | 350.00 USD | 20/06/2025 | Call |
Master data
WKN: | HS75US |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Home Depot Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 350.00 USD |
Maturity: | 20/06/2025 |
Issue date: | 11/06/2024 |
Last trading day: | 19/06/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 8.06 |
Leverage: | Yes |
Calculated values
Fair value: | 3.52 |
---|---|
Intrinsic value: | 1.54 |
Implied volatility: | 0.24 |
Historic volatility: | 0.18 |
Parity: | 1.54 |
Time value: | 2.57 |
Break-even: | 356.98 |
Moneyness: | 1.05 |
Premium: | 0.08 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.02 |
Spread %: | 0.49% |
Delta: | 0.68 |
Theta: | -0.06 |
Omega: | 5.47 |
Rho: | 1.48 |
Quote data
Open: | 4.1000 |
---|---|
High: | 4.2000 |
Low: | 3.9900 |
Previous Close: | 4.2000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -6.36% | ||
---|---|---|---|
1 Month | -1.67% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.4000 | 4.2000 |
---|---|---|
1M High / 1M Low: | 4.5900 | 3.0900 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.3100 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.8717 | |
Avg. volume 1M: | 5.3043 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 124.50% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |