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: | - |