HSBC WAR. CALL 12/24 TDXP
/ DE000HS21SP8
HSBC WAR. CALL 12/24 TDXP/ DE000HS21SP8 /
2024-07-16 1:37:33 PM |
Chg.-0.0600 |
Bid3:20:27 PM |
Ask3:20:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.6400EUR |
-1.28% |
4.5900 Bid Size: 10,000 |
4.6200 Ask Size: 10,000 |
TECDAX |
3,000.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
HS21SP |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
TECDAX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,000.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-10-03 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
7.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.41 |
Intrinsic value: |
3.85 |
Implied volatility: |
0.21 |
Historic volatility: |
0.15 |
Parity: |
3.85 |
Time value: |
0.84 |
Break-even: |
3,469.00 |
Moneyness: |
1.13 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
0.64% |
Delta: |
0.85 |
Theta: |
-0.58 |
Omega: |
6.16 |
Rho: |
10.40 |
Quote data
Open: |
4.6600 |
High: |
4.6800 |
Low: |
4.6400 |
Previous Close: |
4.7000 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.92% |
1 Month |
|
|
-1.69% |
3 Months |
|
|
-0.22% |
YTD |
|
|
-16.85% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.9700 |
4.2600 |
1M High / 1M Low: |
4.9700 |
3.9400 |
6M High / 6M Low: |
6.4400 |
3.6500 |
High (YTD): |
2024-03-07 |
6.4400 |
Low (YTD): |
2024-04-19 |
3.6500 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.6640 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
4.4324 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
5.1474 |
Avg. volume 6M: |
|
0.0000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.69% |
Volatility 6M: |
|
78.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |