HSBC WAR. CALL 12/24 TDXP
/ DE000HS21SM5
HSBC WAR. CALL 12/24 TDXP/ DE000HS21SM5 /
2024-09-06 9:36:14 PM |
Chg.-0.3800 |
Bid9:59:35 PM |
Ask9:59:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.9100EUR |
-7.18% |
4.8400 Bid Size: 10,000 |
4.8800 Ask Size: 10,000 |
TECDAX |
2,800.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
HS21SM |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
TECDAX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,800.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-10-03 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
6.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.56 |
Intrinsic value: |
4.26 |
Implied volatility: |
0.27 |
Historic volatility: |
0.14 |
Parity: |
4.26 |
Time value: |
0.62 |
Break-even: |
3,288.00 |
Moneyness: |
1.15 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.04 |
Spread %: |
0.83% |
Delta: |
0.87 |
Theta: |
-0.71 |
Omega: |
5.72 |
Rho: |
6.57 |
Quote data
Open: |
5.2400 |
High: |
5.3100 |
Low: |
4.9100 |
Previous Close: |
5.2900 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-24.23% |
1 Month |
|
|
+0.41% |
3 Months |
|
|
-33.38% |
YTD |
|
|
-31.52% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.3600 |
4.9100 |
1M High / 1M Low: |
6.4800 |
4.8900 |
6M High / 6M Low: |
8.1500 |
4.8900 |
High (YTD): |
2024-03-07 |
8.1500 |
Low (YTD): |
2024-08-07 |
4.8900 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.5400 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
5.7574 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
6.4469 |
Avg. volume 6M: |
|
.3876 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
70.22% |
Volatility 6M: |
|
66.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |