HSBC WAR. CALL 01/27 ABEA
/ DE000HS4DGE5
HSBC WAR. CALL 01/27 ABEA/ DE000HS4DGE5 /
| 2024-05-27 8:02:24 AM |
Chg.0.0000 |
Bid9:17:59 AM |
Ask9:17:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.8500EUR |
0.00% |
4.7900
Bid Size: 100,000 |
4.8300
Ask Size: 100,000 |
Alphabet A |
160.00 USD |
2027-01-15 |
Call |
Master data
| WKN: |
HS4DGE |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
3.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.05 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
1.38 |
| Time value: |
3.47 |
| Break-even: |
196.01 |
| Moneyness: |
1.09 |
| Premium: |
0.21 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.41% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
2.44 |
| Rho: |
1.84 |
Quote data
| Open: |
4.8500 |
| High: |
4.8500 |
| Low: |
4.8500 |
| Previous Close: |
4.8500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.41% |
| 1 Month |
|
|
-0.61% |
| 3 Months |
|
|
+82.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.0000 |
4.7800 |
| 1M High / 1M Low: |
5.0000 |
4.2200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.9040 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
4.6011 |
| Avg. volume 1M: |
|
31.5789 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
36.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
