HSBC WAR. CALL 12/24 ABEA
/ DE000HS3A9J0
HSBC WAR. CALL 12/24 ABEA/ DE000HS3A9J0 /
| 10/07/2024 15:36:49 |
Chg.+0.1200 |
Bid17:10:44 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.2000EUR |
+2.94% |
4.1600
Bid Size: 100,000 |
-
Ask Size: - |
Alphabet A |
150.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
HS3A9J |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.91 |
| Intrinsic value: |
3.60 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
3.60 |
| Time value: |
0.48 |
| Break-even: |
179.51 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.24% |
| Delta: |
0.88 |
| Theta: |
-0.04 |
| Omega: |
3.78 |
| Rho: |
0.51 |
Quote data
| Open: |
4.1300 |
| High: |
4.2000 |
| Low: |
4.1300 |
| Previous Close: |
4.0800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.38% |
| 1 Month |
|
|
+39.07% |
| 3 Months |
|
|
+108.96% |
| YTD |
|
|
+208.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.2400 |
3.8400 |
| 1M High / 1M Low: |
4.2400 |
3.0000 |
| 6M High / 6M Low: |
4.2400 |
0.7700 |
| High (YTD): |
05/07/2024 |
4.2400 |
| Low (YTD): |
06/03/2024 |
0.7700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.0160 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
3.5109 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
2.1971 |
| Avg. volume 6M: |
|
69.3228 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.04% |
| Volatility 6M: |
|
138.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
