HSBC WAR. CALL 12/24 TDXP/  DE000HS21SN3  /

gettex Zettex2
8/1/2024  8:00:47 AM Chg.-0.020 Bid9:52:05 AM Ask9:52:05 AM Underlying Strike price Expiration date Option type
5.330EUR -0.37% 5.210
Bid Size: 10,000
5.240
Ask Size: 10,000
TECDAX 2,900.00 EUR 12/20/2024 Call
 

Master data

WKN: HS21SN
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: TECDAX
Type: Warrant
Option type: Call
Strike price: 2,900.00 EUR
Maturity: 12/20/2024
Issue date: 10/3/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 6.29
Leverage: Yes

Calculated values

Fair value: 4.93
Intrinsic value: 4.48
Implied volatility: 0.26
Historic volatility: 0.14
Parity: 4.48
Time value: 0.84
Break-even: 3,432.00
Moneyness: 1.15
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 0.57%
Delta: 0.85
Theta: -0.67
Omega: 5.37
Rho: 9.05
 

Quote data

Open: 5.330
High: 5.330
Low: 5.330
Previous Close: 5.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.78%
1 Month  
+5.34%
3 Months  
+5.34%
YTD
  -16.20%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.350 4.900
1M High / 1M Low: 5.860 4.740
6M High / 6M Low: 7.280 4.420
High (YTD): 3/7/2024 7.280
Low (YTD): 4/19/2024 4.420
52W High: - -
52W Low: - -
Avg. price 1W:   5.198
Avg. volume 1W:   0.000
Avg. price 1M:   5.305
Avg. volume 1M:   0.000
Avg. price 6M:   5.914
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.76%
Volatility 6M:   70.91%
Volatility 1Y:   -
Volatility 3Y:   -