HSBC WAR. CALL 01/25 ABEA
/ DE000HS3A9Q5
HSBC WAR. CALL 01/25 ABEA/ DE000HS3A9Q5 /
2024-06-07 9:35:09 PM |
Chg.-0.0500 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.9500EUR |
-1.25% |
3.8200 Bid Size: 100,000 |
3.8400 Ask Size: 100,000 |
Alphabet A |
140.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
HS3A9Q |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Alphabet A |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2023-11-10 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.63 |
Intrinsic value: |
3.19 |
Implied volatility: |
0.34 |
Historic volatility: |
0.25 |
Parity: |
3.19 |
Time value: |
0.65 |
Break-even: |
168.01 |
Moneyness: |
1.25 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.52% |
Delta: |
0.85 |
Theta: |
-0.03 |
Omega: |
3.59 |
Rho: |
0.61 |
Quote data
Open: |
4.0000 |
High: |
4.0800 |
Low: |
3.9500 |
Previous Close: |
4.0000 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.12% |
1 Month |
|
|
+10.64% |
3 Months |
|
|
+174.31% |
YTD |
|
|
+108.99% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.0000 |
3.6400 |
1M High / 1M Low: |
4.1400 |
3.4100 |
6M High / 6M Low: |
4.1400 |
1.2200 |
High (YTD): |
2024-05-21 |
4.1400 |
Low (YTD): |
2024-03-06 |
1.2200 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.8260 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
3.7987 |
Avg. volume 1M: |
|
43.6957 |
Avg. price 6M: |
|
2.4456 |
Avg. volume 6M: |
|
102.9840 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
55.51% |
Volatility 6M: |
|
119.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |