HSBC WAR. CALL 01/26 ABEA
/ DE000HS3AA56
HSBC WAR. CALL 01/26 ABEA/ DE000HS3AA56 /
| 2024-06-20 9:37:37 PM |
Chg.+0.1100 |
Bid9:59:42 PM |
Ask9:59:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.8300EUR |
+2.96% |
3.8500
Bid Size: 100,000 |
3.8600
Ask Size: 100,000 |
Alphabet A |
160.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
HS3AA5 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.24 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
1.40 |
| Time value: |
2.34 |
| Break-even: |
186.28 |
| Moneyness: |
1.09 |
| Premium: |
0.14 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.54% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
3.11 |
| Rho: |
1.24 |
Quote data
| Open: |
3.7800 |
| High: |
3.8500 |
| Low: |
3.7800 |
| Previous Close: |
3.7200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.03% |
| 1 Month |
|
|
-4.49% |
| 3 Months |
|
|
+65.09% |
| YTD |
|
|
+92.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.9400 |
3.7100 |
| 1M High / 1M Low: |
4.0100 |
3.5700 |
| 6M High / 6M Low: |
4.0100 |
1.5000 |
| High (YTD): |
2024-05-21 |
4.0100 |
| Low (YTD): |
2024-03-06 |
1.5000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.8140 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
3.7974 |
| Avg. volume 1M: |
|
17.8696 |
| Avg. price 6M: |
|
2.6867 |
| Avg. volume 6M: |
|
22.3520 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.66% |
| Volatility 6M: |
|
93.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
