HSBC WAR. CALL 01/26 GOS/ DE000HS5RM02 /
| 2024-06-04 9:37:26 AM | Chg.0.000 | Bid9:53:35 AM | Ask9:53:35 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.600EUR | 0.00% | 6.560 Bid Size: 50,000 |
6.640 Ask Size: 50,000 |
Goldman Sachs Group ... | 450.00 USD | 2026-01-16 | Call |
Master data
| WKN: | HS5RM0 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Goldman Sachs Group Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 450.00 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: | 6.27 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.52 |
|---|---|
| Intrinsic value: | 0.46 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.19 |
| Parity: | 0.46 |
| Time value: | 6.19 |
| Break-even: | 479.07 |
| Moneyness: | 1.01 |
| Premium: | 0.15 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.04 |
| Spread %: | 0.61% |
| Delta: | 0.65 |
| Theta: | -0.06 |
| Omega: | 4.07 |
| Rho: | 3.31 |
Quote data
| Open: | 6.600 |
|---|---|
| High: | 6.600 |
| Low: | 6.600 |
| Previous Close: | 6.600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.17% | ||
|---|---|---|---|
| 1 Month | +14.58% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.960 | 6.460 |
|---|---|---|
| 1M High / 1M Low: | 7.610 | 6.030 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 6.692 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.867 | |
| Avg. volume 1M: | 3.571 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 54.26% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
