HSBC WAR. CALL 12/28 S500
/ DE000HS72201
HSBC WAR. CALL 12/28 S500/ DE000HS72201 /
09/09/2024 21:37:31 |
Chg.+0.0400 |
Bid21:59:29 |
Ask21:59:29 |
Underlying |
Strike price |
Expiration date |
Option type |
1.0300EUR |
+4.04% |
1.0300 Bid Size: 50,000 |
1.0400 Ask Size: 50,000 |
- |
5,500.00 USD |
15/12/2028 |
Call |
Master data
WKN: |
HS7220 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5,500.00 USD |
Maturity: |
15/12/2028 |
Issue date: |
05/06/2024 |
Last trading day: |
14/12/2028 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
4.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.80 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.11 |
Parity: |
-0.08 |
Time value: |
0.99 |
Break-even: |
5,950.90 |
Moneyness: |
0.98 |
Premium: |
0.22 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
1.02% |
Delta: |
0.71 |
Theta: |
-0.43 |
Omega: |
3.51 |
Rho: |
105.92 |
Quote data
Open: |
1.0000 |
High: |
1.0300 |
Low: |
1.0000 |
Previous Close: |
0.9900 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.43% |
1 Month |
|
|
+4.04% |
3 Months |
|
|
-6.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.1500 |
0.9900 |
1M High / 1M Low: |
1.1500 |
0.9800 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.0700 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
1.0829 |
Avg. volume 1M: |
|
393.0476 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
42.03% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |