HSBC WAR. CALL 12/27 P911
/ DE000HS481G1
HSBC WAR. CALL 12/27 P911/ DE000HS481G1 /
| 06/11/2024 21:36:01 |
Chg.-0.1800 |
Bid21:57:58 |
Ask21:57:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.0000EUR |
-15.25% |
1.0000
Bid Size: 20,000 |
1.0700
Ask Size: 20,000 |
PORSCHE AG VZ |
70.00 EUR |
15/12/2027 |
Call |
Master data
| WKN: |
HS481G |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
PORSCHE AG VZ |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
15/12/2027 |
| Issue date: |
16/01/2024 |
| Last trading day: |
14/12/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.29 |
| Parity: |
-0.39 |
| Time value: |
1.24 |
| Break-even: |
82.40 |
| Moneyness: |
0.94 |
| Premium: |
0.25 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.07 |
| Spread %: |
5.98% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
3.31 |
| Rho: |
0.89 |
Quote data
| Open: |
1.1200 |
| High: |
1.1200 |
| Low: |
0.9900 |
| Previous Close: |
1.1800 |
| Turnover: |
2,173.7500 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-30.07% |
| 3 Months |
|
|
-22.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.2400 |
1.0000 |
| 1M High / 1M Low: |
1.5100 |
1.0000 |
| 6M High / 6M Low: |
2.8000 |
1.0000 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.1240 |
| Avg. volume 1W: |
|
665 |
| Avg. price 1M: |
|
1.2861 |
| Avg. volume 1M: |
|
587.8261 |
| Avg. price 6M: |
|
1.5431 |
| Avg. volume 6M: |
|
210.7803 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.68% |
| Volatility 6M: |
|
97.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
