HSBC WAR. CALL 01/27 ABEA
/ DE000HS4DGH8
HSBC WAR. CALL 01/27 ABEA/ DE000HS4DGH8 /
2024-05-23 7:36:24 PM |
Chg.-0.0300 |
Bid8:33:26 PM |
Ask8:33:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.5700EUR |
-0.83% |
3.5000 Bid Size: 100,000 |
3.5200 Ask Size: 100,000 |
Alphabet A |
190.00 USD |
2027-01-15 |
Call |
Master data
WKN: |
HS4DGH |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Alphabet A |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
190.00 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: |
4.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.85 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.25 |
Parity: |
-1.26 |
Time value: |
3.62 |
Break-even: |
211.72 |
Moneyness: |
0.93 |
Premium: |
0.30 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
0.56% |
Delta: |
0.62 |
Theta: |
-0.02 |
Omega: |
2.81 |
Rho: |
1.74 |
Quote data
Open: |
3.6300 |
High: |
3.7000 |
Low: |
3.5700 |
Previous Close: |
3.6000 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.48% |
1 Month |
|
|
+27.96% |
3 Months |
|
|
+83.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.6700 |
3.4500 |
1M High / 1M Low: |
3.6700 |
2.7000 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.5840 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
3.2610 |
Avg. volume 1M: |
|
17.6190 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
128.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |