HSBC WAR. CALL 12/25 ABEA
/ DE000HS3A9Y9
HSBC WAR. CALL 12/25 ABEA/ DE000HS3A9Y9 /
| 2024-06-28 9:37:37 PM |
Chg.-0.1400 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.2400EUR |
-3.20% |
4.1200
Bid Size: 100,000 |
4.1400
Ask Size: 100,000 |
Alphabet A |
160.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
HS3A9Y |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.89 |
| Intrinsic value: |
2.37 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
2.37 |
| Time value: |
2.03 |
| Break-even: |
193.42 |
| Moneyness: |
1.16 |
| Premium: |
0.12 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.46% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
2.98 |
| Rho: |
1.29 |
Quote data
| Open: |
4.4500 |
| High: |
4.4500 |
| Low: |
4.2400 |
| Previous Close: |
4.3800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.74% |
| 1 Month |
|
|
+10.42% |
| 3 Months |
|
|
+72.36% |
| YTD |
|
|
+120.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.3800 |
3.9500 |
| 1M High / 1M Low: |
4.3800 |
3.4800 |
| 6M High / 6M Low: |
4.3800 |
1.4500 |
| High (YTD): |
2024-06-27 |
4.3800 |
| Low (YTD): |
2024-03-06 |
1.4500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.2160 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
3.8135 |
| Avg. volume 1M: |
|
9.8696 |
| Avg. price 6M: |
|
2.7117 |
| Avg. volume 6M: |
|
28.1181 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.34% |
| Volatility 6M: |
|
95.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
