HSBC Call 35 INTC 15.01.2027
/ DE000HS2RBJ9
HSBC Call 35 INTC 15.01.2027/ DE000HS2RBJ9 /
| 14/06/2024 09:21:19 |
Chg.-0.020 |
Bid09:30:05 |
Ask09:30:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-3.03% |
0.640
Bid Size: 100,000 |
0.670
Ask Size: 100,000 |
Intel Corporation |
35.00 USD |
15/01/2027 |
Call |
Master data
| WKN: |
HS2RBJ |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Intel Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 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: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.35 |
| Parity: |
-0.42 |
| Time value: |
0.67 |
| Break-even: |
39.30 |
| Moneyness: |
0.87 |
| Premium: |
0.39 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
0.60 |
| Theta: |
0.00 |
| Omega: |
2.54 |
| Rho: |
0.27 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.640 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.03% |
| 1 Month |
|
|
-4.48% |
| 3 Months |
|
|
-56.76% |
| YTD |
|
|
-68.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.650 |
| 1M High / 1M Low: |
0.720 |
0.620 |
| 6M High / 6M Low: |
2.080 |
0.620 |
| High (YTD): |
25/01/2024 |
2.030 |
| Low (YTD): |
04/06/2024 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.664 |
| Avg. volume 1W: |
|
700 |
| Avg. price 1M: |
|
0.662 |
| Avg. volume 1M: |
|
743.478 |
| Avg. price 6M: |
|
1.302 |
| Avg. volume 6M: |
|
296.816 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.95% |
| Volatility 6M: |
|
81.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
