HSBC Call 40 INTC 15.01.2027
/ DE000HS2RBK7
HSBC Call 40 INTC 15.01.2027/ DE000HS2RBK7 /
| 6/12/2024 7:00:40 PM |
Chg.-0.010 |
Bid7:29:52 PM |
Ask7:29:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-1.82% |
0.530
Bid Size: 100,000 |
0.540
Ask Size: 100,000 |
Intel Corporation |
40.00 USD |
1/15/2027 |
Call |
Master data
| WKN: |
HS2RBK |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Intel Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
1/15/2027 |
| Issue date: |
10/31/2023 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.35 |
| Parity: |
-0.85 |
| Time value: |
0.56 |
| Break-even: |
42.84 |
| Moneyness: |
0.77 |
| Premium: |
0.49 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
0.53 |
| Theta: |
0.00 |
| Omega: |
2.71 |
| Rho: |
0.25 |
Quote data
| Open: |
0.550 |
| High: |
0.560 |
| Low: |
0.530 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.89% |
| 1 Month |
|
|
+8.00% |
| 3 Months |
|
|
-62.24% |
| YTD |
|
|
-70.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.530 |
| 1M High / 1M Low: |
0.590 |
0.500 |
| 6M High / 6M Low: |
1.830 |
0.500 |
| High (YTD): |
1/25/2024 |
1.770 |
| Low (YTD): |
6/4/2024 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.538 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.539 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.124 |
| Avg. volume 6M: |
|
12.800 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.11% |
| Volatility 6M: |
|
87.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
