HSBC WAR. CALL 01/27 ABEA
/ DE000HS4DGF2
HSBC WAR. CALL 01/27 ABEA/ DE000HS4DGF2 /
| 2024-05-27 3:37:13 PM |
Chg.-0.0400 |
Bid4:20:30 PM |
Ask4:20:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.3300EUR |
-0.92% |
4.3100
Bid Size: 100,000 |
4.3400
Ask Size: 100,000 |
Alphabet A |
170.00 USD |
2027-01-15 |
Call |
Master data
| WKN: |
HS4DGF |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2027-01-15 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2027-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.58 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
0.46 |
| Time value: |
3.92 |
| Break-even: |
200.53 |
| Moneyness: |
1.03 |
| Premium: |
0.24 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.46% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
2.56 |
| Rho: |
1.80 |
Quote data
| Open: |
4.3800 |
| High: |
4.3800 |
| Low: |
4.3300 |
| Previous Close: |
4.3700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.56% |
| 1 Month |
|
|
-1.81% |
| 3 Months |
|
|
+85.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.5200 |
4.3100 |
| 1M High / 1M Low: |
4.5200 |
3.7900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.4260 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
4.1421 |
| Avg. volume 1M: |
|
68.9474 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
37.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
