HSBC WAR. CALL 12/24 HDI/ DE000HS2RAX2 /
| 2024-07-26 9:35:02 AM | Chg.-0.0800 | Bid10:32:26 AM | Ask10:32:26 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.3900EUR | -1.79% | 4.4100 Bid Size: 55,000 |
4.4700 Ask Size: 55,000 |
Home Depot Inc | 320.00 USD | 2024-12-20 | Call |
Master data
| WKN: | HS2RAX |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Home Depot Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 320.00 USD |
| Maturity: | 2024-12-20 |
| Issue date: | 2023-10-31 |
| Last trading day: | 2024-12-19 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.78 |
|---|---|
| Intrinsic value: | 3.07 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.18 |
| Parity: | 3.07 |
| Time value: | 1.23 |
| Break-even: | 337.89 |
| Moneyness: | 1.10 |
| Premium: | 0.04 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.06 |
| Spread %: | 1.42% |
| Delta: | 0.77 |
| Theta: | -0.08 |
| Omega: | 5.84 |
| Rho: | 0.84 |
Quote data
| Open: | 4.3800 |
|---|---|
| High: | 4.3900 |
| Low: | 4.3800 |
| Previous Close: | 4.4700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.41% | ||
|---|---|---|---|
| 1 Month | +23.31% | ||
| 3 Months | +27.62% | ||
| YTD | -8.35% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.9500 | 4.1500 |
|---|---|---|
| 1M High / 1M Low: | 5.6700 | 2.8500 |
| 6M High / 6M Low: | 8.1200 | 2.3300 |
| High (YTD): | 2024-03-21 | 8.1200 |
| Low (YTD): | 2024-05-27 | 2.3300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.6540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.0205 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.6607 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 152.20% | |
| Volatility 6M: | 116.95% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
