HSBC WAR. CALL 12/26 ABEC
/ DE000HS2RAD4
HSBC WAR. CALL 12/26 ABEC/ DE000HS2RAD4 /
2024-09-11 9:35:06 AM |
Chg.-0.0800 |
Bid10:54:21 AM |
Ask10:54:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.0000EUR |
-3.85% |
2.0000 Bid Size: 100,000 |
2.0300 Ask Size: 100,000 |
Alphabet C |
180.00 USD |
2026-12-18 |
Call |
Master data
WKN: |
HS2RAD |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Alphabet C |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 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: |
6.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.48 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
-2.72 |
Time value: |
2.04 |
Break-even: |
183.74 |
Moneyness: |
0.83 |
Premium: |
0.35 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.02 |
Spread %: |
0.99% |
Delta: |
0.51 |
Theta: |
-0.02 |
Omega: |
3.40 |
Rho: |
1.11 |
Quote data
Open: |
1.9700 |
High: |
2.0000 |
Low: |
1.9700 |
Previous Close: |
2.0800 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.36% |
1 Month |
|
|
-29.82% |
3 Months |
|
|
-48.19% |
YTD |
|
|
-1.96% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.4300 |
1.9800 |
1M High / 1M Low: |
2.9900 |
1.9800 |
6M High / 6M Low: |
4.7700 |
1.9800 |
High (YTD): |
2024-07-10 |
4.7700 |
Low (YTD): |
2024-03-06 |
1.7200 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.2200 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
2.6550 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
3.3428 |
Avg. volume 6M: |
|
32.2946 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.26% |
Volatility 6M: |
|
81.92% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |