HSBC Call 100 DIS 15.01.2027
/ DE000HS4DCF1
HSBC Call 100 DIS 15.01.2027/ DE000HS4DCF1 /
| 03/06/2024 08:38:44 |
Chg.+0.17 |
Bid19:22:46 |
Ask19:22:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.39EUR |
+7.66% |
2.30
Bid Size: 100,000 |
2.32
Ask Size: 100,000 |
Walt Disney Co |
100.00 USD |
15/01/2027 |
Call |
Master data
| WKN: |
HS4DCF |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 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: |
3.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.36 |
| Time value: |
2.05 |
| Break-even: |
116.24 |
| Moneyness: |
1.04 |
| Premium: |
0.21 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.84% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
2.78 |
| Rho: |
1.12 |
Quote data
| Open: |
2.39 |
| High: |
2.39 |
| Low: |
2.39 |
| Previous Close: |
2.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.17% |
| 1 Month |
|
|
-25.55% |
| 3 Months |
|
|
-22.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.27 |
2.16 |
| 1M High / 1M Low: |
3.50 |
2.16 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
