HSBC WAR. CALL 01/27 ABEA
/ DE000HS4DGD7
HSBC WAR. CALL 01/27 ABEA/ DE000HS4DGD7 /
| 6/25/2024 1:35:55 PM |
Chg.0.000 |
Bid2:33:26 PM |
Ask2:33:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.630EUR |
0.00% |
5.580
Bid Size: 100,000 |
5.620
Ask Size: 100,000 |
Alphabet A |
150.00 USD |
1/15/2027 |
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: |
1/15/2027 |
| Issue date: |
1/24/2024 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.82 |
| Intrinsic value: |
2.72 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
2.72 |
| Time value: |
2.89 |
| Break-even: |
195.87 |
| Moneyness: |
1.19 |
| Premium: |
0.17 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.36% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
2.31 |
| Rho: |
1.88 |
Quote data
| Open: |
5.650 |
| High: |
5.650 |
| Low: |
5.630 |
| Previous Close: |
5.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.44% |
| 1 Month |
|
|
+5.43% |
| 3 Months |
|
|
+48.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.690 |
5.240 |
| 1M High / 1M Low: |
5.690 |
5.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.438 |
| Avg. volume 1W: |
|
40.400 |
| Avg. price 1M: |
|
5.344 |
| Avg. volume 1M: |
|
9.619 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
