HSBC Call 90 ABT 21.06.2024
/ DE000HS2R1Z5
HSBC Call 90 ABT 21.06.2024/ DE000HS2R1Z5 /
| 2024-04-26 9:35:37 PM |
Chg.+0.080 |
Bid9:59:39 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.720EUR |
+4.88% |
1.710
Bid Size: 100,000 |
-
Ask Size: - |
Abbott Laboratories |
90.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
HS2R1Z |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Abbott Laboratories |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.16 |
| Parity: |
1.58 |
| Time value: |
0.14 |
| Break-even: |
101.37 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.18% |
| Delta: |
0.89 |
| Theta: |
-0.04 |
| Omega: |
5.14 |
| Rho: |
0.11 |
Quote data
| Open: |
1.650 |
| High: |
1.720 |
| Low: |
1.630 |
| Previous Close: |
1.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.58% |
| 1 Month |
|
|
-22.87% |
| 3 Months |
|
|
-21.46% |
| YTD |
|
|
-14.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.720 |
1.640 |
| 1M High / 1M Low: |
2.240 |
1.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-08 |
2.930 |
| Low (YTD): |
2024-04-18 |
1.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.885 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
