HSBC WAR. CALL 12/24 ABEA
/ DE000HS3A9H4
HSBC WAR. CALL 12/24 ABEA/ DE000HS3A9H4 /
2024-05-27 7:36:26 PM |
Chg.+0.0100 |
Bid9:05:31 PM |
Ask9:05:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.8600EUR |
+0.26% |
3.8400 Bid Size: 100,000 |
3.8800 Ask Size: 100,000 |
Alphabet A |
140.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
HS3A9H |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Alphabet A |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-11-10 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.63 |
Intrinsic value: |
3.23 |
Implied volatility: |
0.35 |
Historic volatility: |
0.25 |
Parity: |
3.23 |
Time value: |
0.62 |
Break-even: |
167.57 |
Moneyness: |
1.25 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.52% |
Delta: |
0.86 |
Theta: |
-0.03 |
Omega: |
3.59 |
Rho: |
0.57 |
Quote data
Open: |
3.8500 |
High: |
3.8600 |
Low: |
3.7900 |
Previous Close: |
3.8500 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.74% |
1 Month |
|
|
+1.85% |
3 Months |
|
|
+152.29% |
YTD |
|
|
+114.44% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.0600 |
3.7300 |
1M High / 1M Low: |
4.0600 |
3.1400 |
6M High / 6M Low: |
4.0600 |
1.1500 |
High (YTD): |
2024-05-21 |
4.0600 |
Low (YTD): |
2024-03-06 |
1.1500 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.9200 |
Avg. volume 1W: |
|
30 |
Avg. price 1M: |
|
3.5747 |
Avg. volume 1M: |
|
26 |
Avg. price 6M: |
|
2.1948 |
Avg. volume 6M: |
|
39.0645 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
57.00% |
Volatility 6M: |
|
130.94% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |