HSBC WAR. CALL 12/24 HDI/ DE000HS2RAY0 /
| 9/13/2024 9:36:18 PM | Chg.+0.4600 | Bid9:59:52 PM | Ask9:59:52 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.7600EUR | +13.94% | 3.6800 Bid Size: 55,000 |
3.7100 Ask Size: 55,000 |
Home Depot Inc | 350.00 USD | 12/20/2024 | Call |
Master data
| WKN: | HS2RAY |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Home Depot Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 350.00 USD |
| Maturity: | 12/20/2024 |
| Issue date: | 10/31/2023 |
| Last trading day: | 12/19/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.86 |
|---|---|
| Intrinsic value: | 2.21 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.18 |
| Parity: | 2.21 |
| Time value: | 1.11 |
| Break-even: | 349.11 |
| Moneyness: | 1.07 |
| Premium: | 0.03 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.02 |
| Spread %: | 0.61% |
| Delta: | 0.73 |
| Theta: | -0.10 |
| Omega: | 7.46 |
| Rho: | 0.58 |
Quote data
| Open: | 3.2600 |
|---|---|
| High: | 3.7700 |
| Low: | 3.2600 |
| Previous Close: | 3.3000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +49.80% | ||
|---|---|---|---|
| 1 Month | +83.41% | ||
| 3 Months | +69.37% | ||
| YTD | +20.90% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.3000 | 2.5100 |
|---|---|---|
| 1M High / 1M Low: | 3.3000 | 2.0500 |
| 6M High / 6M Low: | 5.8900 | 1.1300 |
| High (YTD): | 3/21/2024 | 5.8900 |
| Low (YTD): | 5/27/2024 | 1.1300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.9280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.7970 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.5778 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 125.68% | |
| Volatility 6M: | 162.62% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
