HSBC WAR. CALL 12/26 ABEC
/ DE000HS2RA90
HSBC WAR. CALL 12/26 ABEC/ DE000HS2RA90 /
| 2024-08-05 7:37:28 PM |
Chg.-0.270 |
Bid7:42:50 PM |
Ask7:42:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.120EUR |
-5.01% |
5.110
Bid Size: 100,000 |
5.190
Ask Size: 100,000 |
Alphabet C |
130.00 USD |
2026-12-18 |
Call |
Master data
| WKN: |
HS2RA9 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet C |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2026-12-18 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2026-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.97 |
| Intrinsic value: |
3.52 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
3.52 |
| Time value: |
1.95 |
| Break-even: |
173.85 |
| Moneyness: |
1.30 |
| Premium: |
0.13 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.37% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
2.32 |
| Rho: |
1.72 |
Quote data
| Open: |
4.390 |
| High: |
5.120 |
| Low: |
4.390 |
| Previous Close: |
5.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.88% |
| 1 Month |
|
|
-32.28% |
| 3 Months |
|
|
-13.51% |
| YTD |
|
|
+29.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.870 |
5.390 |
| 1M High / 1M Low: |
7.590 |
5.390 |
| 6M High / 6M Low: |
7.590 |
3.360 |
| High (YTD): |
2024-07-10 |
7.590 |
| Low (YTD): |
2024-03-06 |
3.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.537 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.600 |
| Avg. volume 6M: |
|
1.181 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.60% |
| Volatility 6M: |
|
63.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
