HSBC WAR. CALL 09/24 ALV/ DE000HS1FR54 /
| 2024-07-26 9:35:21 PM | Chg.+0.1600 | Bid9:58:42 PM | Ask9:58:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1900EUR | +15.53% | 1.2000 Bid Size: 10,000 |
1.2200 Ask Size: 10,000 |
ALLIANZ SE NA O.N. | 255.00 EUR | 2024-09-18 | Call |
Master data
| WKN: | HS1FR5 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | ALLIANZ SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 255.00 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-08-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 21.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.04 |
|---|---|
| Intrinsic value: | 0.61 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.15 |
| Parity: | 0.61 |
| Time value: | 0.61 |
| Break-even: | 267.20 |
| Moneyness: | 1.02 |
| Premium: | 0.02 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.02 |
| Spread %: | 1.67% |
| Delta: | 0.66 |
| Theta: | -0.09 |
| Omega: | 14.12 |
| Rho: | 0.23 |
Quote data
| Open: | 1.0100 |
|---|---|
| High: | 1.2000 |
| Low: | 1.0100 |
| Previous Close: | 1.0300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.21% | ||
|---|---|---|---|
| 1 Month | -4.03% | ||
| 3 Months | -17.93% | ||
| YTD | +45.12% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2900 | 1.0300 |
|---|---|---|
| 1M High / 1M Low: | 1.6200 | 1.0300 |
| 6M High / 6M Low: | 2.5600 | 0.6000 |
| High (YTD): | 2024-03-27 | 2.5600 |
| Low (YTD): | 2024-02-26 | 0.6000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2718 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3971 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 181.61% | |
| Volatility 6M: | 179.74% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
