HSBC WAR. CALL 09/24 ABEA
/ DE000HS3A9D3
HSBC WAR. CALL 09/24 ABEA/ DE000HS3A9D3 /
| 6/28/2024 9:36:58 PM |
Chg.-0.1400 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.5300EUR |
-5.24% |
2.4100
Bid Size: 100,000 |
2.4300
Ask Size: 100,000 |
Alphabet A |
160.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
HS3A9D |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
7.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.31 |
| Intrinsic value: |
2.07 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
2.07 |
| Time value: |
0.36 |
| Break-even: |
173.64 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.83% |
| Delta: |
0.84 |
| Theta: |
-0.05 |
| Omega: |
5.86 |
| Rho: |
0.27 |
Quote data
| Open: |
2.7600 |
| High: |
2.7600 |
| Low: |
2.5200 |
| Previous Close: |
2.6700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.45% |
| 1 Month |
|
|
+22.22% |
| 3 Months |
|
|
+181.11% |
| YTD |
|
|
+246.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.6700 |
2.2100 |
| 1M High / 1M Low: |
2.6700 |
1.7200 |
| 6M High / 6M Low: |
2.6700 |
0.3000 |
| High (YTD): |
6/27/2024 |
2.6700 |
| Low (YTD): |
3/6/2024 |
0.3000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.4840 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
2.0652 |
| Avg. volume 1M: |
|
27.8696 |
| Avg. price 6M: |
|
1.1977 |
| Avg. volume 6M: |
|
188.1417 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.88% |
| Volatility 6M: |
|
200.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
