HSBC WAR. CALL 01/26 GOS/ DE000HS5RLY0 /
| 19/06/2024 21:35:40 | Chg.+0.050 | Bid21:58:02 | Ask21:58:02 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 10.790EUR | +0.47% | 10.650 Bid Size: 50,000 |
10.770 Ask Size: 50,000 |
Goldman Sachs Group ... | 380.00 USD | 16/01/2026 | Call |
Master data
| WKN: | HS5RLY |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Goldman Sachs Group Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 380.00 USD |
| Maturity: | 16/01/2026 |
| Issue date: | 28/03/2024 |
| Last trading day: | 15/01/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 9.94 |
|---|---|
| Intrinsic value: | 7.21 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.19 |
| Parity: | 7.21 |
| Time value: | 3.64 |
| Break-even: | 462.36 |
| Moneyness: | 1.20 |
| Premium: | 0.09 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.06 |
| Spread %: | 0.56% |
| Delta: | 0.81 |
| Theta: | -0.06 |
| Omega: | 3.20 |
| Rho: | 3.77 |
Quote data
| Open: | 10.740 |
|---|---|
| High: | 10.830 |
| Low: | 10.740 |
| Previous Close: | 10.740 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.36% | ||
|---|---|---|---|
| 1 Month | -6.50% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 10.740 | 10.030 |
|---|---|---|
| 1M High / 1M Low: | 11.790 | 9.990 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 10.216 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 10.735 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 45.42% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
