HSBC WAR. CALL 12/24 ABEA
/ DE000HS3A9J0
HSBC WAR. CALL 12/24 ABEA/ DE000HS3A9J0 /
| 8/2/2024 9:35:35 PM |
Chg.-0.2200 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.2400EUR |
-8.94% |
2.2500
Bid Size: 100,000 |
2.2700
Ask Size: 100,000 |
Alphabet A |
150.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
1.53 |
| Time value: |
0.75 |
| Break-even: |
160.28 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.89% |
| Delta: |
0.75 |
| Theta: |
-0.05 |
| Omega: |
4.99 |
| Rho: |
0.35 |
Quote data
| Open: |
2.3300 |
| High: |
2.3300 |
| Low: |
2.1800 |
| Previous Close: |
2.4600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.36% |
| 1 Month |
|
|
-41.82% |
| 3 Months |
|
|
-13.18% |
| YTD |
|
|
+64.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.5100 |
2.2400 |
| 1M High / 1M Low: |
4.2400 |
2.2100 |
| 6M High / 6M Low: |
4.2400 |
0.7700 |
| High (YTD): |
7/10/2024 |
4.2400 |
| Low (YTD): |
3/6/2024 |
0.7700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.4260 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
3.2459 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
2.4108 |
| Avg. volume 6M: |
|
61.6850 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.49% |
| Volatility 6M: |
|
137.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
