HSBC WAR. CALL 01/25 ABEA
/ DE000HS3A9S1
HSBC WAR. CALL 01/25 ABEA/ DE000HS3A9S1 /
| 19/06/2024 21:36:55 |
Chg.+0.0100 |
Bid21:58:42 |
Ask21:58:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.4400EUR |
+0.41% |
2.4300
Bid Size: 100,000 |
2.4500
Ask Size: 100,000 |
Alphabet A |
160.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
HS3A9S |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
10/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.24 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
1.41 |
| Time value: |
1.07 |
| Break-even: |
173.79 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.81% |
| Delta: |
0.72 |
| Theta: |
-0.04 |
| Omega: |
4.74 |
| Rho: |
0.54 |
Quote data
| Open: |
2.4700 |
| High: |
2.5300 |
| Low: |
2.4400 |
| Previous Close: |
2.4300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.56% |
| 1 Month |
|
|
-8.96% |
| 3 Months |
|
|
+96.77% |
| YTD |
|
|
+123.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.6400 |
2.4300 |
| 1M High / 1M Low: |
2.7100 |
2.2700 |
| 6M High / 6M Low: |
2.7100 |
0.5900 |
| High (YTD): |
21/05/2024 |
2.7100 |
| Low (YTD): |
06/03/2024 |
0.5900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.5260 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
2.5096 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
1.5606 |
| Avg. volume 6M: |
|
2,111.2160 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.66% |
| Volatility 6M: |
|
150.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
