HSBC WAR. CALL 01/26 GOS/ DE000HS5RLZ7 /
| 2024-06-18 5:36:54 PM | Chg.+0.300 | Bid6:09:09 PM | Ask6:09:09 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 9.280EUR | +3.34% | 9.480 Bid Size: 50,000 |
9.520 Ask Size: 50,000 |
Goldman Sachs Group ... | 400.00 USD | 2026-01-16 | Call |
Master data
| WKN: | HS5RLZ |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Goldman Sachs Group Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 400.00 USD |
| Maturity: | 2026-01-16 |
| Issue date: | 2024-03-28 |
| Last trading day: | 2026-01-15 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 8.01 |
|---|---|
| Intrinsic value: | 4.67 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.19 |
| Parity: | 4.67 |
| Time value: | 4.37 |
| Break-even: | 462.84 |
| Moneyness: | 1.13 |
| Premium: | 0.10 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.04 |
| Spread %: | 0.44% |
| Delta: | 0.76 |
| Theta: | -0.06 |
| Omega: | 3.51 |
| Rho: | 3.59 |
Quote data
| Open: | 9.040 |
|---|---|
| High: | 9.280 |
| Low: | 8.990 |
| Previous Close: | 8.980 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.57% | ||
|---|---|---|---|
| 1 Month | -9.82% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.980 | 8.790 |
|---|---|---|
| 1M High / 1M Low: | 10.490 | 8.790 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 8.850 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 9.498 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 44.27% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
