HSBC WAR. CALL 01/27 ABEC
/ DE000HS2RAK9
HSBC WAR. CALL 01/27 ABEC/ DE000HS2RAK9 /
| 2024-09-26 7:36:51 PM |
Chg.+0.0300 |
Bid9:35:55 PM |
Ask9:35:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.3100EUR |
+0.91% |
3.3200
Bid Size: 100,000 |
3.3400
Ask Size: 100,000 |
Alphabet C |
160.00 USD |
2027-01-15 |
Call |
Master data
| WKN: |
HS2RAK |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet C |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
4.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.80 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
0.27 |
| Time value: |
3.02 |
| Break-even: |
176.66 |
| Moneyness: |
1.02 |
| Premium: |
0.21 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.61% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
2.98 |
| Rho: |
1.50 |
Quote data
| Open: |
3.3100 |
| High: |
3.3700 |
| Low: |
3.3100 |
| Previous Close: |
3.2800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.49% |
| 1 Month |
|
|
-12.20% |
| 3 Months |
|
|
-39.60% |
| YTD |
|
|
+21.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.3600 |
3.2800 |
| 1M High / 1M Low: |
3.7700 |
2.6400 |
| 6M High / 6M Low: |
5.8500 |
2.6400 |
| High (YTD): |
2024-07-10 |
5.8500 |
| Low (YTD): |
2024-03-06 |
2.3100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.3280 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
3.2457 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
4.2596 |
| Avg. volume 6M: |
|
19.4341 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.27% |
| Volatility 6M: |
|
72.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
