HSBC WAR. CALL 09/24 ABEA
/ DE000HS3A9B7
HSBC WAR. CALL 09/24 ABEA/ DE000HS3A9B7 /
9/9/2024 8:02:32 AM |
Chg.-0.0100 |
Bid9:28:46 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.0800EUR |
-0.92% |
1.1500 Bid Size: 100,000 |
- Ask Size: - |
Alphabet A |
140.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
HS3A9B |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Alphabet A |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
11/10/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.01 |
Intrinsic value: |
0.99 |
Implied volatility: |
0.41 |
Historic volatility: |
0.25 |
Parity: |
0.99 |
Time value: |
0.10 |
Break-even: |
137.19 |
Moneyness: |
1.08 |
Premium: |
0.01 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.04 |
Spread %: |
3.81% |
Delta: |
0.85 |
Theta: |
-0.11 |
Omega: |
10.56 |
Rho: |
0.04 |
Quote data
Open: |
1.0800 |
High: |
1.0800 |
Low: |
1.0800 |
Previous Close: |
1.0900 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-48.82% |
1 Month |
|
|
-51.79% |
3 Months |
|
|
-69.41% |
YTD |
|
|
-27.52% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.1100 |
1.0900 |
1M High / 1M Low: |
2.5300 |
1.0900 |
6M High / 6M Low: |
4.8400 |
1.0900 |
High (YTD): |
7/10/2024 |
4.8400 |
Low (YTD): |
3/6/2024 |
0.8300 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.5780 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
2.0605 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
2.8872 |
Avg. volume 6M: |
|
28.5197 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
178.04% |
Volatility 6M: |
|
146.30% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |