HSBC WAR. CALL 09/24 ABEA
/ DE000HS3A9D3
HSBC WAR. CALL 09/24 ABEA/ DE000HS3A9D3 /
| 7/10/2024 5:35:51 PM |
Chg.+0.1100 |
Bid6:44:00 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.0200EUR |
+3.78% |
3.0400
Bid Size: 100,000 |
-
Ask Size: - |
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: |
6.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.83 |
| Intrinsic value: |
2.68 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
2.68 |
| Time value: |
0.23 |
| Break-even: |
177.05 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.34% |
| Delta: |
0.90 |
| Theta: |
-0.04 |
| Omega: |
5.41 |
| Rho: |
0.25 |
Quote data
| Open: |
2.9800 |
| High: |
3.0200 |
| Low: |
2.9700 |
| Previous Close: |
2.9100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.53% |
| 1 Month |
|
|
+58.95% |
| 3 Months |
|
|
+164.91% |
| YTD |
|
|
+313.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.0800 |
2.6600 |
| 1M High / 1M Low: |
3.0800 |
1.8700 |
| 6M High / 6M Low: |
3.0800 |
0.3000 |
| High (YTD): |
7/5/2024 |
3.0800 |
| Low (YTD): |
3/6/2024 |
0.3000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.8480 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
2.3559 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
1.3140 |
| Avg. volume 6M: |
|
188.1417 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.44% |
| Volatility 6M: |
|
198.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
