HSBC WAR. CALL 01/26 GOS/ DE000HS5RLY0 /
2024-05-22 9:36:10 PM | Chg.-0.570 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
11.220EUR | -4.83% | 11.200 Bid Size: 50,000 |
11.260 Ask Size: 50,000 |
Goldman Sachs Group ... | 380.00 USD | 2026-01-16 | Call |
Master data
WKN: | HS5RLY |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Goldman Sachs Group Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 380.00 USD |
Maturity: | 2026-01-16 |
Issue date: | 2024-03-28 |
Last trading day: | 2026-01-15 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 3.67 |
Leverage: | Yes |
Calculated values
Fair value: | 11.12 |
---|---|
Intrinsic value: | 8.33 |
Implied volatility: | 0.25 |
Historic volatility: | 0.20 |
Parity: | 8.33 |
Time value: | 3.47 |
Break-even: | 468.10 |
Moneyness: | 1.24 |
Premium: | 0.08 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.06 |
Spread %: | 0.51% |
Delta: | 0.84 |
Theta: | -0.05 |
Omega: | 3.10 |
Rho: | 4.11 |
Quote data
Open: | 11.790 |
---|---|
High: | 11.790 |
Low: | 11.220 |
Previous Close: | 11.790 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -1.92% | ||
---|---|---|---|
1 Month | +28.82% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 11.790 | 11.220 |
---|---|---|
1M High / 1M Low: | 11.790 | 8.370 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 11.450 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 10.158 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 47.77% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |