HSBC WAR. CALL 01/27 ABEA
/ DE000HS4DGD7
HSBC WAR. CALL 01/27 ABEA/ DE000HS4DGD7 /
2024-09-20 9:36:07 PM |
Chg.-0.0200 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.8300EUR |
-0.52% |
3.8500 Bid Size: 100,000 |
3.8700 Ask Size: 100,000 |
Alphabet A |
150.00 USD |
2027-01-15 |
Call |
Master data
WKN: |
HS4DGD |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Alphabet A |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
2027-01-15 |
Issue date: |
2024-01-24 |
Last trading day: |
2027-01-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.32 |
Intrinsic value: |
1.22 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
1.22 |
Time value: |
2.65 |
Break-even: |
173.07 |
Moneyness: |
1.09 |
Premium: |
0.18 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.52% |
Delta: |
0.72 |
Theta: |
-0.02 |
Omega: |
2.73 |
Rho: |
1.55 |
Quote data
Open: |
3.7700 |
High: |
3.8400 |
Low: |
3.7700 |
Previous Close: |
3.8500 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.69% |
1 Month |
|
|
-6.36% |
3 Months |
|
|
-32.69% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.8500 |
3.5900 |
1M High / 1M Low: |
4.1500 |
3.0200 |
6M High / 6M Low: |
6.3900 |
3.0200 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.7120 |
Avg. volume 1W: |
|
144.8000 |
Avg. price 1M: |
|
3.7023 |
Avg. volume 1M: |
|
66.3182 |
Avg. price 6M: |
|
4.7262 |
Avg. volume 6M: |
|
103.6094 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
69.86% |
Volatility 6M: |
|
68.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |