HSBC WAR. CALL 12/24 TDXP
/ DE000HS21SN3
HSBC WAR. CALL 12/24 TDXP/ DE000HS21SN3 /
18/09/2024 13:36:01 |
Chg.-0.1000 |
Bid14:29:07 |
Ask14:29:07 |
Underlying |
Strike price |
Expiration date |
Option type |
4.5200EUR |
-2.16% |
4.5200 Bid Size: 10,000 |
4.5600 Ask Size: 10,000 |
TECDAX |
2,900.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
03/10/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
7.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.42 |
Intrinsic value: |
4.15 |
Implied volatility: |
0.25 |
Historic volatility: |
0.14 |
Parity: |
4.15 |
Time value: |
0.51 |
Break-even: |
3,366.00 |
Moneyness: |
1.14 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.04 |
Spread %: |
0.87% |
Delta: |
0.88 |
Theta: |
-0.68 |
Omega: |
6.27 |
Rho: |
6.26 |
Quote data
Open: |
4.6400 |
High: |
4.6400 |
Low: |
4.5200 |
Previous Close: |
4.6200 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.26% |
1 Month |
|
|
-12.06% |
3 Months |
|
|
-16.61% |
YTD |
|
|
-28.93% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.6900 |
4.4200 |
1M High / 1M Low: |
5.5600 |
4.0300 |
6M High / 6M Low: |
6.9200 |
4.0300 |
High (YTD): |
07/03/2024 |
7.2800 |
Low (YTD): |
06/09/2024 |
4.0300 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.5620 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
4.8232 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
5.4410 |
Avg. volume 6M: |
|
0.0000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
76.16% |
Volatility 6M: |
|
75.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |