HSBC WAR. CALL 12/24 ABEA
/ DE000HS3A9L6
HSBC WAR. CALL 12/24 ABEA/ DE000HS3A9L6 /
2024-09-10 9:37:19 PM |
Chg.+0.0500 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.3100EUR |
+19.23% |
0.2800 Bid Size: 100,000 |
0.2900 Ask Size: 100,000 |
Alphabet A |
170.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
HS3A9L |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Alphabet A |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-11-10 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
46.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.25 |
Parity: |
-1.93 |
Time value: |
0.29 |
Break-even: |
156.95 |
Moneyness: |
0.87 |
Premium: |
0.16 |
Premium p.a.: |
0.73 |
Spread abs.: |
0.01 |
Spread %: |
3.57% |
Delta: |
0.24 |
Theta: |
-0.04 |
Omega: |
11.36 |
Rho: |
0.08 |
Quote data
Open: |
0.2600 |
High: |
0.3100 |
Low: |
0.2600 |
Previous Close: |
0.2600 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-39.22% |
1 Month |
|
|
-64.37% |
3 Months |
|
|
-82.49% |
YTD |
|
|
-58.11% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.5100 |
0.2600 |
1M High / 1M Low: |
0.9700 |
0.2600 |
6M High / 6M Low: |
2.7600 |
0.2600 |
High (YTD): |
2024-07-10 |
2.7600 |
Low (YTD): |
2024-09-09 |
0.2600 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.4280 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
0.7100 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
1.4173 |
Avg. volume 6M: |
|
4.1406 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
217.19% |
Volatility 6M: |
|
183.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |