HSBC WAR. CALL 09/24 ALV/ DE000HS1FR54 /
26/07/2024 21:35:21 | Chg.+0.1600 | Bid21:58:42 | Ask21:58:42 | 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 | 18/09/2024 | 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: | 18/09/2024 |
Issue date: | 23/08/2023 |
Last trading day: | 17/09/2024 |
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): | 27/03/2024 | 2.5600 |
Low (YTD): | 26/02/2024 | 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: | - |