HSBC Call 80 P911 15.12.2027
/ DE000HS481J5
HSBC Call 80 P911 15.12.2027/ DE000HS481J5 /
20/09/2024 21:35:37 |
Chg.-0.170 |
Bid20/09/2024 |
Ask20/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
-18.09% |
0.770 Bid Size: 20,000 |
0.840 Ask Size: 20,000 |
PORSCHE AG VZ |
80.00 EUR |
15/12/2027 |
Call |
Master data
WKN: |
HS481J |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
PORSCHE AG VZ |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 EUR |
Maturity: |
15/12/2027 |
Issue date: |
16/01/2024 |
Last trading day: |
14/12/2027 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.28 |
Parity: |
-1.50 |
Time value: |
0.84 |
Break-even: |
88.40 |
Moneyness: |
0.81 |
Premium: |
0.36 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.07 |
Spread %: |
9.09% |
Delta: |
0.49 |
Theta: |
-0.01 |
Omega: |
3.81 |
Rho: |
0.76 |
Quote data
Open: |
0.870 |
High: |
0.870 |
Low: |
0.760 |
Previous Close: |
0.940 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-13.48% |
1 Month |
|
|
-28.04% |
3 Months |
|
|
-29.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.940 |
0.770 |
1M High / 1M Low: |
1.080 |
0.770 |
6M High / 6M Low: |
2.900 |
0.770 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.894 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.937 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.535 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
99.19% |
Volatility 6M: |
|
80.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |