HSBC Call 250 UNP 15.01.2027
/ DE000HS3XVY2
HSBC Call 250 UNP 15.01.2027/ DE000HS3XVY2 /
2024-06-20 8:18:21 AM |
Chg.+0.14 |
Bid5:19:18 PM |
Ask5:19:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.70EUR |
+5.47% |
2.64 Bid Size: 50,000 |
2.67 Ask Size: 50,000 |
Union Pacific Corp |
250.00 USD |
2027-01-15 |
Call |
Master data
WKN: |
HS3XVY |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Union Pacific Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
2027-01-15 |
Issue date: |
2023-12-28 |
Last trading day: |
2027-01-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.18 |
Parity: |
-2.55 |
Time value: |
2.73 |
Break-even: |
259.92 |
Moneyness: |
0.89 |
Premium: |
0.26 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.05 |
Spread %: |
1.87% |
Delta: |
0.54 |
Theta: |
-0.02 |
Omega: |
4.13 |
Rho: |
2.20 |
Quote data
Open: |
2.70 |
High: |
2.70 |
Low: |
2.70 |
Previous Close: |
2.56 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.10% |
1 Month |
|
|
-31.65% |
3 Months |
|
|
-32.16% |
YTD |
|
|
-35.41% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.73 |
2.56 |
1M High / 1M Low: |
3.95 |
2.56 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-02-26 |
4.81 |
Low (YTD): |
2024-06-19 |
2.56 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.61 |
Avg. volume 1W: |
|
203 |
Avg. price 1M: |
|
3.01 |
Avg. volume 1M: |
|
44.13 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
71.02% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |