HSBC WAR. CALL 12/26 ABEC
/ DE000HS2RAC6
HSBC WAR. CALL 12/26 ABEC/ DE000HS2RAC6 /
| 05/08/2024 21:35:01 |
Chg.-0.3000 |
Bid21:59:53 |
Ask21:59:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.5700EUR |
-7.75% |
3.5500
Bid Size: 100,000 |
3.6100
Ask Size: 100,000 |
Alphabet C |
160.00 USD |
18/12/2026 |
Call |
Master data
| WKN: |
HS2RAC |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet C |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
18/12/2026 |
| Issue date: |
31/10/2023 |
| Last trading day: |
17/12/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.28 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.77 |
| Time value: |
3.16 |
| Break-even: |
185.94 |
| Moneyness: |
1.05 |
| Premium: |
0.20 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.51% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
2.75 |
| Rho: |
1.63 |
Quote data
| Open: |
2.8200 |
| High: |
3.6600 |
| Low: |
2.8200 |
| Previous Close: |
3.8700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.00% |
| 1 Month |
|
|
-37.91% |
| 3 Months |
|
|
-17.74% |
| YTD |
|
|
+33.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.2500 |
3.8700 |
| 1M High / 1M Low: |
5.8000 |
3.8700 |
| 6M High / 6M Low: |
5.8000 |
2.2400 |
| High (YTD): |
10/07/2024 |
5.8000 |
| Low (YTD): |
06/03/2024 |
2.2400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.1300 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
4.8629 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
4.0620 |
| Avg. volume 6M: |
|
0.0000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.49% |
| Volatility 6M: |
|
75.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
