HSBC Call 140 PRG 15.01.2027
/ DE000HS4DP06
HSBC Call 140 PRG 15.01.2027/ DE000HS4DP06 /
| 2024-09-27 8:30:33 AM |
Chg.+0.06 |
Bid11:53:53 AM |
Ask11:53:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.88EUR |
+1.57% |
3.89
Bid Size: 50,000 |
3.94
Ask Size: 50,000 |
PROCTER GAMBLE |
140.00 - |
2027-01-15 |
Call |
Master data
| WKN: |
HS4DP0 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
PROCTER GAMBLE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2027-01-15 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2027-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.84 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.13 |
| Parity: |
1.50 |
| Time value: |
2.41 |
| Break-even: |
179.10 |
| Moneyness: |
1.11 |
| Premium: |
0.16 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.77% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
2.92 |
| Rho: |
1.72 |
Quote data
| Open: |
3.88 |
| High: |
3.88 |
| Low: |
3.88 |
| Previous Close: |
3.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.37% |
| 1 Month |
|
|
+3.74% |
| 3 Months |
|
|
+0.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.96 |
3.79 |
| 1M High / 1M Low: |
4.29 |
3.68 |
| 6M High / 6M Low: |
4.29 |
3.04 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.86% |
| Volatility 6M: |
|
53.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
