HSBC WAR. CALL 09/24 ABEA
/ DE000HS3A9C5
HSBC WAR. CALL 09/24 ABEA/ DE000HS3A9C5 /
| 7/16/2024 9:35:56 PM |
Chg.-0.2500 |
Bid9:59:54 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.2900EUR |
-7.06% |
3.2800
Bid Size: 100,000 |
-
Ask Size: - |
Alphabet A |
150.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
HS3A9C |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
4.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.45 |
| Intrinsic value: |
3.35 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
3.35 |
| Time value: |
0.19 |
| Break-even: |
173.04 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.57% |
| Delta: |
0.93 |
| Theta: |
-0.04 |
| Omega: |
4.48 |
| Rho: |
0.22 |
Quote data
| Open: |
3.6400 |
| High: |
3.6600 |
| Low: |
3.2800 |
| Previous Close: |
3.5400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.73% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
+106.92% |
| YTD |
|
|
+210.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.9400 |
3.4700 |
| 1M High / 1M Low: |
3.9500 |
2.6100 |
| 6M High / 6M Low: |
3.9500 |
0.5200 |
| High (YTD): |
7/5/2024 |
3.9500 |
| Low (YTD): |
3/6/2024 |
0.5200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.6440 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
3.3514 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
1.9372 |
| Avg. volume 6M: |
|
109.8110 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.74% |
| Volatility 6M: |
|
168.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
