HSBC WAR. CALL 09/24 ALV/ DE000HS1FR54 /
8/30/2024 9:35:38 PM | Chg.+0.1200 | Bid9:59:19 PM | Ask9:59:19 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.6800EUR | +4.69% | 2.6900 Bid Size: 10,000 |
2.7400 Ask Size: 10,000 |
ALLIANZ SE NA O.N. | 255.00 EUR | 9/18/2024 | 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: | 9/18/2024 |
Issue date: | 8/23/2023 |
Last trading day: | 9/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 10.25 |
Leverage: | Yes |
Calculated values
Fair value: | 2.64 |
---|---|
Intrinsic value: | 2.59 |
Implied volatility: | 0.35 |
Historic volatility: | 0.15 |
Parity: | 2.59 |
Time value: | 0.15 |
Break-even: | 282.40 |
Moneyness: | 1.10 |
Premium: | 0.01 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.05 |
Spread %: | 1.86% |
Delta: | 0.90 |
Theta: | -0.13 |
Omega: | 9.25 |
Rho: | 0.11 |
Quote data
Open: | 2.5400 |
---|---|
High: | 2.7400 |
Low: | 2.5400 |
Previous Close: | 2.5600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +22.94% | ||
---|---|---|---|
1 Month | +252.63% | ||
3 Months | +32.67% | ||
YTD | +226.83% | ||
1 Year | +318.75% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.6800 | 2.1000 |
---|---|---|
1M High / 1M Low: | 2.6800 | 0.3800 |
6M High / 6M Low: | 2.6800 | 0.3800 |
High (YTD): | 8/30/2024 | 2.6800 |
Low (YTD): | 8/6/2024 | 0.3800 |
52W High: | 8/30/2024 | 2.6800 |
52W Low: | 11/8/2023 | 0.3100 |
Avg. price 1W: | 2.4400 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.3782 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.4982 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.0816 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 292.85% | |
Volatility 6M: | 197.93% | |
Volatility 1Y: | 181.53% | |
Volatility 3Y: | - |