HSBC WAR. CALL 01/26 GOS/ DE000HS5RM02 /
| 6/19/2024 11:35:41 AM | Chg.+0.050 | Bid11:45:39 AM | Ask11:45:39 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.700EUR | +0.75% | 6.670 Bid Size: 50,000 |
6.750 Ask Size: 50,000 |
Goldman Sachs Group ... | 450.00 USD | 1/16/2026 | 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: | 1/16/2026 |
| Issue date: | 3/28/2024 |
| Last trading day: | 1/15/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.67 |
|---|---|
| Intrinsic value: | 0.69 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.19 |
| Parity: | 0.69 |
| Time value: | 6.00 |
| Break-even: | 485.94 |
| Moneyness: | 1.02 |
| Premium: | 0.14 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.04 |
| Spread %: | 0.60% |
| Delta: | 0.65 |
| Theta: | -0.06 |
| Omega: | 4.15 |
| Rho: | 3.33 |
Quote data
| Open: | 6.650 |
|---|---|
| High: | 6.700 |
| Low: | 6.650 |
| Previous Close: | 6.650 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.59% | ||
|---|---|---|---|
| 1 Month | -10.07% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.650 | 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: | 6.252 | |
| Avg. volume 1W: | 1.800 | |
| Avg. price 1M: | 6.713 | |
| Avg. volume 1M: | 3.773 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 58.76% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
