HSBC WAR. CALL 01/27 ABEA
/ DE000HS4DGD7
HSBC WAR. CALL 01/27 ABEA/ DE000HS4DGD7 /
2024-05-24 9:36:01 PM |
Chg.+0.080 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.340EUR |
+1.52% |
5.330 Bid Size: 100,000 |
5.350 Ask Size: 100,000 |
Alphabet A |
150.00 USD |
2027-01-15 |
Call |
Master data
WKN: |
HS4DGD |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Alphabet A |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 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: |
3.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.57 |
Intrinsic value: |
2.30 |
Implied volatility: |
0.35 |
Historic volatility: |
0.25 |
Parity: |
2.30 |
Time value: |
3.05 |
Break-even: |
191.79 |
Moneyness: |
1.17 |
Premium: |
0.19 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.38% |
Delta: |
0.77 |
Theta: |
-0.02 |
Omega: |
2.31 |
Rho: |
1.86 |
Quote data
Open: |
5.300 |
High: |
5.390 |
Low: |
5.300 |
Previous Close: |
5.260 |
Turnover: |
6.034 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.74% |
1 Month |
|
|
-0.74% |
3 Months |
|
|
+84.78% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.500 |
5.260 |
1M High / 1M Low: |
5.500 |
4.700 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.398 |
Avg. volume 1W: |
|
70.400 |
Avg. price 1M: |
|
5.102 |
Avg. volume 1M: |
|
41.600 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
50.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |