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: | - |
