HSBC WAR. CALL 01/26 GOS/ DE000HS5RM02 /
| 18/06/2024 17:36:47 | Chg.+0.260 | Bid18:11:28 | Ask18:11:28 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.480EUR | +4.18% | 6.640 Bid Size: 50,000 |
6.680 Ask Size: 50,000 |
Goldman Sachs Group ... | 450.00 USD | 16/01/2026 | Call |
Master data
| WKN: | HS5RM0 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Goldman Sachs Group Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 450.00 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: | 6.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.22 |
|---|---|
| Intrinsic value: | 0.02 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.19 |
| Parity: | 0.02 |
| Time value: | 6.26 |
| Break-even: | 481.80 |
| Moneyness: | 1.00 |
| Premium: | 0.15 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.04 |
| Spread %: | 0.64% |
| Delta: | 0.63 |
| Theta: | -0.06 |
| Omega: | 4.22 |
| Rho: | 3.20 |
Quote data
| Open: | 6.270 |
|---|---|
| High: | 6.480 |
| Low: | 6.240 |
| Previous Close: | 6.220 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.23% | ||
|---|---|---|---|
| 1 Month | -13.02% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.220 | 6.090 |
|---|---|---|
| 1M High / 1M Low: | 7.610 | 6.090 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 6.142 | |
| Avg. volume 1W: | 1.800 | |
| Avg. price 1M: | 6.716 | |
| Avg. volume 1M: | 3.952 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 53.97% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
