HSBC WAR. CALL 12/24 TDXP
/ DE000HS21SP8
HSBC WAR. CALL 12/24 TDXP/ DE000HS21SP8 /
14/08/2024 21:37:40 |
Chg.+0.0500 |
Bid21:59:31 |
Ask21:59:31 |
Underlying |
Strike price |
Expiration date |
Option type |
3.8000EUR |
+1.33% |
3.8000 Bid Size: 10,000 |
3.8500 Ask Size: 10,000 |
TECDAX |
3,000.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
03/10/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
8.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.27 |
Intrinsic value: |
2.73 |
Implied volatility: |
0.25 |
Historic volatility: |
0.14 |
Parity: |
2.73 |
Time value: |
1.08 |
Break-even: |
3,381.00 |
Moneyness: |
1.09 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.05 |
Spread %: |
1.33% |
Delta: |
0.77 |
Theta: |
-0.79 |
Omega: |
6.62 |
Rho: |
7.51 |
Quote data
Open: |
3.8100 |
High: |
3.8400 |
Low: |
3.7900 |
Previous Close: |
3.7500 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.57% |
1 Month |
|
|
-19.15% |
3 Months |
|
|
-33.80% |
YTD |
|
|
-31.90% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.8000 |
3.5000 |
1M High / 1M Low: |
4.7400 |
3.2400 |
6M High / 6M Low: |
6.4400 |
3.2400 |
High (YTD): |
07/03/2024 |
6.4400 |
Low (YTD): |
07/08/2024 |
3.2400 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.6860 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
4.0313 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
4.9170 |
Avg. volume 6M: |
|
0.0000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.76% |
Volatility 6M: |
|
82.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |