HSBC WAR. CALL 12/24 ABEA
/ DE000HS3A9G6
HSBC WAR. CALL 12/24 ABEA/ DE000HS3A9G6 /
| 9/11/2024 1:36:49 PM |
Chg.-0.0800 |
Bid1:48:27 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.1100EUR |
-3.65% |
2.1100
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: |
6.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
1.69 |
| Time value: |
0.50 |
| Break-even: |
139.86 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.08 |
| Spread %: |
3.79% |
| Delta: |
0.79 |
| Theta: |
-0.05 |
| Omega: |
4.84 |
| Rho: |
0.23 |
Quote data
| Open: |
2.0400 |
| High: |
2.1100 |
| Low: |
2.0400 |
| Previous Close: |
2.1900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.71% |
| 1 Month |
|
|
-37.94% |
| 3 Months |
|
|
-55.11% |
| YTD |
|
|
-9.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.7600 |
2.0000 |
| 1M High / 1M Low: |
3.6400 |
2.0000 |
| 6M High / 6M Low: |
5.9400 |
2.0000 |
| High (YTD): |
7/10/2024 |
5.9400 |
| Low (YTD): |
3/6/2024 |
1.6000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.3980 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
3.0973 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
3.9369 |
| Avg. volume 6M: |
|
12.0930 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.77% |
| Volatility 6M: |
|
104.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
