HSBC Call 90 ABL 21.06.2024
/ DE000HS2R1Z5
HSBC Call 90 ABL 21.06.2024/ DE000HS2R1Z5 /
| 5/7/2024 10:35:12 AM |
Chg.+0.010 |
Bid10:42:20 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.490EUR |
+0.68% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
90.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
HS2R1Z |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
10/31/2023 |
| Last trading day: |
5/7/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.16 |
| Parity: |
0.76 |
| Time value: |
0.73 |
| Break-even: |
104.90 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.67% |
| Delta: |
0.67 |
| Theta: |
-0.12 |
| Omega: |
4.41 |
| Rho: |
0.06 |
Quote data
| Open: |
1.500 |
| High: |
1.500 |
| Low: |
1.490 |
| Previous Close: |
1.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.25% |
| 1 Month |
|
|
-29.05% |
| 3 Months |
|
|
-30.05% |
| YTD |
|
|
-25.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.540 |
1.480 |
| 1M High / 1M Low: |
2.100 |
1.480 |
| 6M High / 6M Low: |
2.930 |
0.980 |
| High (YTD): |
3/8/2024 |
2.930 |
| Low (YTD): |
5/6/2024 |
1.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.513 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.718 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.044 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.27% |
| Volatility 6M: |
|
77.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
