HSBC WAR. CALL 12/24 HDI/ DE000HS2RAY0 /
| 2024-11-07 9:37:14 PM | Chg.+0.7200 | Bid9:59:50 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.7800EUR | +17.73% | 4.8100 Bid Size: 55,000 |
- Ask Size: - |
Home Depot Inc | 350.00 USD | 2024-12-20 | 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: | 2024-12-20 |
| Issue date: | 2023-10-31 |
| Last trading day: | 2024-12-19 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.74 |
|---|---|
| Intrinsic value: | 3.58 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.19 |
| Parity: | 3.58 |
| Time value: | 0.48 |
| Break-even: | 366.73 |
| Moneyness: | 1.11 |
| Premium: | 0.01 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.12 |
| Spread %: | 3.05% |
| Delta: | 0.84 |
| Theta: | -0.14 |
| Omega: | 7.49 |
| Rho: | 0.31 |
Quote data
| Open: | 4.0200 |
|---|---|
| High: | 4.7800 |
| Low: | 3.9500 |
| Previous Close: | 4.0600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.90% | ||
|---|---|---|---|
| 1 Month | -17.16% | ||
| 3 Months | +114.35% | ||
| YTD | +53.70% | ||
| 1 Year | +319.30% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.8300 | 4.0600 |
|---|---|---|
| 1M High / 1M Low: | 6.6200 | 4.0600 |
| 6M High / 6M Low: | 6.6200 | 1.1300 |
| High (YTD): | 2024-10-16 | 6.6200 |
| Low (YTD): | 2024-05-27 | 1.1300 |
| 52W High: | 2024-10-16 | 6.6200 |
| 52W Low: | 2023-11-13 | 0.9100 |
| Avg. price 1W: | 4.4480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 5.4187 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.1351 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.1304 | |
| Avg. volume 1Y: | .1563 | |
| Volatility 1M: | 117.49% | |
| Volatility 6M: | 157.51% | |
| Volatility 1Y: | 142.09% | |
| Volatility 3Y: | - |
