HSBC WAR. CALL 01/27 ABEA
/ DE000HS4DGL0
HSBC WAR. CALL 01/27 ABEA/ DE000HS4DGL0 /
2024-05-27 3:36:14 PM |
Chg.-0.0300 |
Bid4:29:55 PM |
Ask4:29:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.0200EUR |
-1.46% |
1.9900 Bid Size: 100,000 |
2.0200 Ask Size: 100,000 |
Alphabet A |
240.00 USD |
2027-01-15 |
Call |
Master data
WKN: |
HS4DGL |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Alphabet A |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 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: |
7.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.40 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
-5.99 |
Time value: |
2.05 |
Break-even: |
241.77 |
Moneyness: |
0.73 |
Premium: |
0.50 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.02 |
Spread %: |
0.99% |
Delta: |
0.44 |
Theta: |
-0.02 |
Omega: |
3.44 |
Rho: |
1.32 |
Quote data
Open: |
2.0500 |
High: |
2.0500 |
Low: |
2.0200 |
Previous Close: |
2.0500 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.35% |
1 Month |
|
|
-3.81% |
3 Months |
|
|
+102.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.1200 |
2.0100 |
1M High / 1M Low: |
2.1200 |
1.7900 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.0680 |
Avg. volume 1W: |
|
24.4000 |
Avg. price 1M: |
|
1.9242 |
Avg. volume 1M: |
|
6.4211 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
43.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |