HSBC WAR. PUT 01/27 ABEC/ DE000HS76921 /
| 05/08/2024 21:36:43 | Chg.+0.4000 | Bid21:59:53 | Ask21:59:53 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.5800EUR | +9.57% | 4.6700 Bid Size: 100,000 |
4.7300 Ask Size: 100,000 |
Alphabet C | 200.00 USD | 15/01/2027 | Put |
Master data
| WKN: | HS7692 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Alphabet C |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 200.00 USD |
| Maturity: | 15/01/2027 |
| Issue date: | 11/06/2024 |
| Last trading day: | 14/01/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -3.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.18 |
|---|---|
| Intrinsic value: | 2.90 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.24 |
| Parity: | 2.90 |
| Time value: | 1.28 |
| Break-even: | 141.50 |
| Moneyness: | 1.19 |
| Premium: | 0.08 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.01 |
| Spread %: | 0.24% |
| Delta: | -0.45 |
| Theta: | -0.01 |
| Omega: | -1.67 |
| Rho: | -2.73 |
Quote data
| Open: | 4.9000 |
|---|---|
| High: | 4.9000 |
| Low: | 4.3800 |
| Previous Close: | 4.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.54% | ||
|---|---|---|---|
| 1 Month | +54.21% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.1800 | 3.8800 |
|---|---|---|
| 1M High / 1M Low: | 4.1800 | 2.9700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.9720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.5338 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 61.61% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
