HSBC WAR. CALL 12/24 ABEA
/ DE000HS3A9G6
HSBC WAR. CALL 12/24 ABEA/ DE000HS3A9G6 /
| 8/2/2024 9:35:07 PM |
Chg.-0.2900 |
Bid9:59:59 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.7300EUR |
-7.21% |
3.7400
Bid Size: 100,000 |
-
Ask Size: - |
Alphabet A |
130.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
HS3A9G |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.56 |
| Intrinsic value: |
3.36 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.25 |
| Parity: |
3.36 |
| Time value: |
0.49 |
| Break-even: |
157.65 |
| Moneyness: |
1.28 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.10 |
| Spread %: |
2.67% |
| Delta: |
0.86 |
| Theta: |
-0.04 |
| Omega: |
3.43 |
| Rho: |
0.36 |
Quote data
| Open: |
3.8800 |
| High: |
3.8800 |
| Low: |
3.6400 |
| Previous Close: |
4.0200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.54% |
| 1 Month |
|
|
-32.18% |
| 3 Months |
|
|
-7.21% |
| YTD |
|
|
+60.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.1100 |
3.7300 |
| 1M High / 1M Low: |
5.9400 |
3.7100 |
| 6M High / 6M Low: |
5.9400 |
1.6000 |
| High (YTD): |
7/10/2024 |
5.9400 |
| Low (YTD): |
3/6/2024 |
1.6000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.9840 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
4.8922 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
3.7765 |
| Avg. volume 6M: |
|
14.1969 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.70% |
| Volatility 6M: |
|
103.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
