HSBC WAR. CALL 01/27 QCI/ DE000HS4DPF3 /
2024-05-31 9:37:36 PM | Chg.-0.1600 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.6000EUR | -4.26% | 3.6500 Bid Size: 50,000 |
3.6700 Ask Size: 50,000 |
QUALCOMM Inc | 240.00 USD | 2027-01-15 | Call |
Master data
WKN: | HS4DPF |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | QUALCOMM Inc |
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: | 5.13 |
Leverage: | Yes |
Calculated values
Fair value: | 2.85 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.34 |
Historic volatility: | 0.28 |
Parity: | -3.31 |
Time value: | 3.67 |
Break-even: | 257.93 |
Moneyness: | 0.85 |
Premium: | 0.37 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.02 |
Spread %: | 0.55% |
Delta: | 0.57 |
Theta: | -0.03 |
Omega: | 2.90 |
Rho: | 1.83 |
Quote data
Open: | 3.6700 |
---|---|
High: | 3.8900 |
Low: | 3.4900 |
Previous Close: | 3.7600 |
Turnover: | 2.9564 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -7.93% | ||
---|---|---|---|
1 Month | +79.10% | ||
3 Months | +118.18% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.2200 | 3.6000 |
---|---|---|
1M High / 1M Low: | 4.2200 | 2.3900 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.9360 | |
Avg. volume 1W: | 15.2000 | |
Avg. price 1M: | 3.1014 | |
Avg. volume 1M: | 3.4545 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 81.05% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |