HSBC WAR. CALL 01/27 ABEA
/ DE000HS4DGH8
HSBC WAR. CALL 01/27 ABEA/ DE000HS4DGH8 /
2024-05-27 9:36:24 PM |
Chg.+0.0100 |
Bid9:59:32 PM |
Ask9:59:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.5600EUR |
+0.28% |
3.5500 Bid Size: 100,000 |
3.5800 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: |
4.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.76 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.25 |
Parity: |
-1.38 |
Time value: |
3.56 |
Break-even: |
210.77 |
Moneyness: |
0.92 |
Premium: |
0.31 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
0.57% |
Delta: |
0.62 |
Theta: |
-0.02 |
Omega: |
2.81 |
Rho: |
1.70 |
Quote data
Open: |
3.5500 |
High: |
3.5600 |
Low: |
3.5100 |
Previous Close: |
3.5500 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.20% |
1 Month |
|
|
-0.56% |
3 Months |
|
|
+95.60% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.6700 |
3.5000 |
1M High / 1M Low: |
3.6700 |
3.0400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.5920 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
3.3489 |
Avg. volume 1M: |
|
19.4737 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
45.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |