HSBC WAR. CALL 12/24 HDI/ DE000HS2RAX2 /
| 30/08/2024 21:35:01 | Chg.-0.140 | Bid21:59:59 | Ask21:59:59 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.000EUR | -2.72% | 5.080 Bid Size: 55,000 |
5.110 Ask Size: 55,000 |
Home Depot Inc | 320.00 USD | 20/12/2024 | 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: | 20/12/2024 |
| Issue date: | 31/10/2023 |
| Last trading day: | 19/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.66 |
|---|---|
| Intrinsic value: | 4.25 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.18 |
| Parity: | 4.25 |
| Time value: | 0.77 |
| Break-even: | 339.00 |
| Moneyness: | 1.15 |
| Premium: | 0.02 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.03 |
| Spread %: | 0.60% |
| Delta: | 0.85 |
| Theta: | -0.08 |
| Omega: | 5.58 |
| Rho: | 0.71 |
Quote data
| Open: | 5.020 |
|---|---|
| High: | 5.190 |
| Low: | 4.900 |
| Previous Close: | 5.140 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.41% | ||
|---|---|---|---|
| 1 Month | +0.60% | ||
| 3 Months | +77.94% | ||
| YTD | +4.38% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.400 | 5.140 |
|---|---|---|
| 1M High / 1M Low: | 5.490 | 3.600 |
| 6M High / 6M Low: | 8.120 | 2.330 |
| High (YTD): | 21/03/2024 | 8.120 |
| Low (YTD): | 27/05/2024 | 2.330 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.282 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.640 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.467 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 132.45% | |
| Volatility 6M: | 124.36% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
