HSBC Call 45 INTC 15.01.2027
/ DE000HS2RBL5
HSBC Call 45 INTC 15.01.2027/ DE000HS2RBL5 /
| 07/06/2024 21:00:17 |
Chg.0.000 |
Bid21:01:06 |
Ask21:01:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
0.00% |
0.440
Bid Size: 100,000 |
0.450
Ask Size: 100,000 |
Intel Corporation |
45.00 USD |
15/01/2027 |
Call |
Master data
| WKN: |
HS2RBL |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Intel Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 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: |
6.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.35 |
| Parity: |
-1.34 |
| Time value: |
0.44 |
| Break-even: |
45.72 |
| Moneyness: |
0.68 |
| Premium: |
0.64 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
0.45 |
| Theta: |
0.00 |
| Omega: |
2.86 |
| Rho: |
0.21 |
Quote data
| Open: |
0.430 |
| High: |
0.450 |
| Low: |
0.420 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.33% |
| 1 Month |
|
|
-2.22% |
| 3 Months |
|
|
-66.41% |
| YTD |
|
|
-71.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.410 |
| 1M High / 1M Low: |
0.480 |
0.410 |
| 6M High / 6M Low: |
1.590 |
0.410 |
| High (YTD): |
25/01/2024 |
1.540 |
| Low (YTD): |
04/06/2024 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.437 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.968 |
| Avg. volume 6M: |
|
657.600 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.41% |
| Volatility 6M: |
|
93.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
