HSBC WAR. PUT 01/27 ABEC/ DE000HS4DWZ7 /
| 18/10/2024 21:37:35 | Chg.-0.0400 | Bid21:58:08 | Ask21:58:08 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.4200EUR | -1.63% | 2.4200 Bid Size: 100,000 |
2.4400 Ask Size: 100,000 |
Alphabet C | 170.00 USD | 15/01/2027 | Put |
Master data
| WKN: | HS4DWZ |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Alphabet C |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 170.00 USD |
| Maturity: | 15/01/2027 |
| Issue date: | 24/01/2024 |
| Last trading day: | 14/01/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -6.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.93 |
|---|---|
| Intrinsic value: | 0.51 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.25 |
| Parity: | 0.51 |
| Time value: | 1.98 |
| Break-even: | 132.08 |
| Moneyness: | 1.03 |
| Premium: | 0.13 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.02 |
| Spread %: | 0.81% |
| Delta: | -0.38 |
| Theta: | -0.01 |
| Omega: | -2.29 |
| Rho: | -1.84 |
Quote data
| Open: | 2.4400 |
|---|---|
| High: | 2.4400 |
| Low: | 2.4200 |
| Previous Close: | 2.4600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.02% | ||
|---|---|---|---|
| 1 Month | -3.97% | ||
| 3 Months | +15.24% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4600 | 2.3900 |
|---|---|---|
| 1M High / 1M Low: | 2.5600 | 2.3800 |
| 6M High / 6M Low: | 3.3000 | 1.7700 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.4140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4586 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.3895 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 29.49% | |
| Volatility 6M: | 61.53% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
