HSBC WAR. CALL 01/27 ABEA
/ DE000HS4DGF2
HSBC WAR. CALL 01/27 ABEA/ DE000HS4DGF2 /
| 9/26/2024 9:36:52 PM |
Chg.+0.0300 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.9400EUR |
+1.03% |
2.9200
Bid Size: 100,000 |
2.9400
Ask Size: 100,000 |
Alphabet A |
170.00 USD |
1/15/2027 |
Call |
Master data
| WKN: |
HS4DGF |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
1/15/2027 |
| Issue date: |
1/24/2024 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
-0.76 |
| Time value: |
2.90 |
| Break-even: |
181.74 |
| Moneyness: |
0.95 |
| Premium: |
0.25 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.69% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
3.08 |
| Rho: |
1.39 |
Quote data
| Open: |
2.9500 |
| High: |
2.9800 |
| Low: |
2.9400 |
| Previous Close: |
2.9100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.34% |
| 1 Month |
|
|
-10.09% |
| 3 Months |
|
|
-40.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.9800 |
2.9100 |
| 1M High / 1M Low: |
3.2700 |
2.3000 |
| 6M High / 6M Low: |
5.3200 |
2.3000 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.9380 |
| Avg. volume 1W: |
|
34.8000 |
| Avg. price 1M: |
|
2.8483 |
| Avg. volume 1M: |
|
79.4348 |
| Avg. price 6M: |
|
3.8004 |
| Avg. volume 6M: |
|
51.9302 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.12% |
| Volatility 6M: |
|
75.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
