HSBC WAR. CALL 01/27 ABEC
/ DE000HS2RAG7
HSBC WAR. CALL 01/27 ABEC/ DE000HS2RAG7 /
| 2024-06-25 3:36:19 PM |
Chg.+0.120 |
Bid3:38:31 PM |
Ask3:38:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.930EUR |
+1.76% |
6.940
Bid Size: 100,000 |
6.980
Ask Size: 100,000 |
Alphabet C |
130.00 USD |
2027-01-15 |
Call |
Master data
| WKN: |
HS2RAG |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet C |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2027-01-15 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2027-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.20 |
| Intrinsic value: |
4.73 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
4.73 |
| Time value: |
2.09 |
| Break-even: |
189.33 |
| Moneyness: |
1.39 |
| Premium: |
0.12 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.29% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
2.09 |
| Rho: |
1.91 |
Quote data
| Open: |
6.860 |
| High: |
6.930 |
| Low: |
6.850 |
| Previous Close: |
6.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.78% |
| 1 Month |
|
|
+5.80% |
| 3 Months |
|
|
+45.28% |
| YTD |
|
|
+72.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.910 |
6.430 |
| 1M High / 1M Low: |
6.910 |
6.200 |
| 6M High / 6M Low: |
6.910 |
3.420 |
| High (YTD): |
2024-06-21 |
6.910 |
| Low (YTD): |
2024-03-06 |
3.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.638 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.521 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.102 |
| Avg. volume 6M: |
|
61.680 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
37.98% |
| Volatility 6M: |
|
63.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
