HSBC WAR. CALL 01/25 ABEA
/ DE000HS672E0
HSBC WAR. CALL 01/25 ABEA/ DE000HS672E0 /
10/06/2024 11:36:40 |
Chg.-0.0200 |
Bid11:37:56 |
Ask11:37:56 |
Underlying |
Strike price |
Expiration date |
Option type |
0.5300EUR |
-3.64% |
0.5100 Bid Size: 100,000 |
0.5300 Ask Size: 100,000 |
Alphabet A |
210.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
HS672E |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Alphabet A |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
210.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
23/04/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
31.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.25 |
Parity: |
-3.30 |
Time value: |
0.52 |
Break-even: |
200.03 |
Moneyness: |
0.83 |
Premium: |
0.24 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.01 |
Spread %: |
1.96% |
Delta: |
0.27 |
Theta: |
-0.03 |
Omega: |
8.27 |
Rho: |
0.23 |
Quote data
Open: |
0.5400 |
High: |
0.5400 |
Low: |
0.5300 |
Previous Close: |
0.5500 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.42% |
1 Month |
|
|
+12.77% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.5800 |
0.4800 |
1M High / 1M Low: |
0.6400 |
0.4600 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.5280 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
0.5476 |
Avg. volume 1M: |
|
90.4762 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
106.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |