HSBC WAR. CALL 01/27 ABEA
/ DE000HS5RLV6
HSBC WAR. CALL 01/27 ABEA/ DE000HS5RLV6 /
20/06/2024 21:36:15 |
Chg.+0.0500 |
Bid21:59:42 |
Ask21:59:42 |
Underlying |
Strike price |
Expiration date |
Option type |
1.3200EUR |
+3.94% |
1.3200 Bid Size: 100,000 |
1.3400 Ask Size: 100,000 |
Alphabet A |
280.00 USD |
15/01/2027 |
Call |
Master data
WKN: |
HS5RLV |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Alphabet A |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 USD |
Maturity: |
15/01/2027 |
Issue date: |
28/03/2024 |
Last trading day: |
14/01/2027 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.25 |
Parity: |
-9.76 |
Time value: |
1.28 |
Break-even: |
273.34 |
Moneyness: |
0.63 |
Premium: |
0.68 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.03 |
Spread %: |
2.40% |
Delta: |
0.31 |
Theta: |
-0.02 |
Omega: |
3.94 |
Rho: |
0.97 |
Quote data
Open: |
1.2800 |
High: |
1.3200 |
Low: |
1.2800 |
Previous Close: |
1.2700 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.76% |
1 Month |
|
|
-3.65% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.3700 |
1.2600 |
1M High / 1M Low: |
1.3900 |
1.2100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.3080 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
1.3148 |
Avg. volume 1M: |
|
32.7826 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
59.41% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |