HSBC WAR. CALL 09/24 ABEA
/ DE000HS3A9B7
HSBC WAR. CALL 09/24 ABEA/ DE000HS3A9B7 /
| 06/08/2024 08:05:24 |
Chg.+0.3100 |
Bid08:48:49 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.4000EUR |
+14.83% |
2.3400
Bid Size: 100,000 |
-
Ask Size: - |
Alphabet A |
140.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.51 |
| Intrinsic value: |
2.44 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
2.44 |
| Time value: |
0.15 |
| Break-even: |
154.21 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.38% |
| Delta: |
0.91 |
| Theta: |
-0.05 |
| Omega: |
5.39 |
| Rho: |
0.14 |
Quote data
| Open: |
2.4000 |
| High: |
2.4000 |
| Low: |
2.4000 |
| Previous Close: |
2.0900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.96% |
| 1 Month |
|
|
-50.41% |
| 3 Months |
|
|
-18.37% |
| YTD |
|
|
+61.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.9800 |
2.0900 |
| 1M High / 1M Low: |
4.8400 |
2.0900 |
| 6M High / 6M Low: |
4.8400 |
0.8300 |
| High (YTD): |
10/07/2024 |
4.8400 |
| Low (YTD): |
06/03/2024 |
0.8300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.6820 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
3.5876 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
2.7526 |
| Avg. volume 6M: |
|
38.1811 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.26% |
| Volatility 6M: |
|
142.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
