HSBC WAR. CALL 09/24 ABEA
/ DE000HS3A9B7
HSBC WAR. CALL 09/24 ABEA/ DE000HS3A9B7 /
| 7/17/2024 9:36:05 AM |
Chg.-0.1500 |
Bid10:11:01 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.0100EUR |
-3.61% |
3.9600
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: |
4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.11 |
| Intrinsic value: |
4.03 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
4.03 |
| Time value: |
0.13 |
| Break-even: |
170.02 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-0.03 |
| Omega: |
3.89 |
| Rho: |
0.21 |
Quote data
| Open: |
4.1300 |
| High: |
4.1300 |
| Low: |
4.0100 |
| Previous Close: |
4.1600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.15% |
| 1 Month |
|
|
+7.51% |
| 3 Months |
|
|
+78.22% |
| YTD |
|
|
+169.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.8400 |
4.1600 |
| 1M High / 1M Low: |
4.8400 |
3.4500 |
| 6M High / 6M Low: |
4.8400 |
0.8300 |
| High (YTD): |
7/10/2024 |
4.8400 |
| Low (YTD): |
3/6/2024 |
0.8300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.4260 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
4.2241 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
2.6046 |
| Avg. volume 6M: |
|
42.7244 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.15% |
| Volatility 6M: |
|
143.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
