HSBC WAR. CALL 09/24 ABEA
/ DE000HS3A9D3
HSBC WAR. CALL 09/24 ABEA/ DE000HS3A9D3 /
| 05/08/2024 08:23:38 |
Chg.-0.7500 |
Bid10:38:18 |
Ask10:38:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.3400EUR |
-68.81% |
0.6700
Bid Size: 100,000 |
0.7100
Ask Size: 100,000 |
Alphabet A |
160.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
0.61 |
| Time value: |
0.50 |
| Break-even: |
157.74 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
0.91% |
| Delta: |
0.67 |
| Theta: |
-0.08 |
| Omega: |
9.19 |
| Rho: |
0.11 |
Quote data
| Open: |
0.3400 |
| High: |
0.3400 |
| Low: |
0.3400 |
| Previous Close: |
1.0900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-73.44% |
| 1 Month |
|
|
-88.96% |
| 3 Months |
|
|
-78.34% |
| YTD |
|
|
-53.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.3300 |
1.0900 |
| 1M High / 1M Low: |
3.0800 |
1.0600 |
| 6M High / 6M Low: |
3.0800 |
0.3000 |
| High (YTD): |
05/07/2024 |
3.0800 |
| Low (YTD): |
06/03/2024 |
0.3000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.2500 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
2.0538 |
| Avg. volume 1M: |
|
57.1429 |
| Avg. price 6M: |
|
1.4647 |
| Avg. volume 6M: |
|
196.5039 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.66% |
| Volatility 6M: |
|
201.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
