HSBC WAR. CALL 12/26 ABEC
/ DE000HS2RA82
HSBC WAR. CALL 12/26 ABEC/ DE000HS2RA82 /
2024-08-05 7:36:48 PM |
Chg.-0.350 |
Bid7:41:10 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.650EUR |
-5.83% |
5.670 Bid Size: 100,000 |
- Ask Size: - |
Alphabet C |
120.00 USD |
2026-12-18 |
Call |
Master data
WKN: |
HS2RA8 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Alphabet C |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 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: |
2.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.64 |
Intrinsic value: |
4.44 |
Implied volatility: |
0.32 |
Historic volatility: |
0.24 |
Parity: |
4.44 |
Time value: |
1.56 |
Break-even: |
169.98 |
Moneyness: |
1.40 |
Premium: |
0.10 |
Premium p.a.: |
0.04 |
Spread abs.: |
-0.04 |
Spread %: |
-0.66% |
Delta: |
0.86 |
Theta: |
-0.02 |
Omega: |
2.22 |
Rho: |
1.74 |
Quote data
Open: |
4.930 |
High: |
5.700 |
Low: |
4.930 |
Previous Close: |
6.000 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.99% |
1 Month |
|
|
-31.27% |
3 Months |
|
|
-13.61% |
YTD |
|
|
+26.40% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.510 |
6.000 |
1M High / 1M Low: |
8.240 |
6.000 |
6M High / 6M Low: |
8.240 |
3.830 |
High (YTD): |
2024-07-10 |
8.240 |
Low (YTD): |
2024-03-06 |
3.830 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.328 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.161 |
Avg. volume 1M: |
|
7.143 |
Avg. price 6M: |
|
6.202 |
Avg. volume 6M: |
|
18.661 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
65.21% |
Volatility 6M: |
|
60.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |