HSBC Call 150 GOOG 15.01.2027
/ DE000HS2RAJ1
HSBC Call 150 GOOG 15.01.2027/ DE000HS2RAJ1 /
| 25/06/2024 10:35:38 |
Chg.+0.020 |
Bid10:50:10 |
Ask10:50:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.610EUR |
+0.36% |
5.610
Bid Size: 100,000 |
5.650
Ask Size: 100,000 |
Alphabet C |
150.00 USD |
15/01/2027 |
Call |
Master data
| WKN: |
HS2RAJ |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet C |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
15/01/2027 |
| Issue date: |
31/10/2023 |
| Last trading day: |
14/01/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.93 |
| Intrinsic value: |
2.87 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
2.87 |
| Time value: |
2.73 |
| Break-even: |
195.77 |
| Moneyness: |
1.21 |
| Premium: |
0.16 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.36% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
2.36 |
| Rho: |
1.95 |
Quote data
| Open: |
5.630 |
| High: |
5.640 |
| Low: |
5.570 |
| Previous Close: |
5.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.06% |
| 1 Month |
|
|
+4.08% |
| 3 Months |
|
|
+48.02% |
| YTD |
|
|
+82.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.700 |
5.240 |
| 1M High / 1M Low: |
5.700 |
5.050 |
| 6M High / 6M Low: |
5.700 |
2.620 |
| High (YTD): |
21/06/2024 |
5.700 |
| Low (YTD): |
06/03/2024 |
2.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.430 |
| Avg. volume 1W: |
|
200 |
| Avg. price 1M: |
|
5.340 |
| Avg. volume 1M: |
|
47.619 |
| Avg. price 6M: |
|
4.074 |
| Avg. volume 6M: |
|
16 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
44.74% |
| Volatility 6M: |
|
71.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
