HSBC WAR. CALL 01/27 ABEC
/ DE000HS2RAL7
HSBC WAR. CALL 01/27 ABEC/ DE000HS2RAL7 /
| 2024-09-27 8:01:17 AM |
Chg.-0.0200 |
Bid9:23:03 AM |
Ask9:23:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.5400EUR |
-0.78% |
2.5300
Bid Size: 100,000 |
2.5600
Ask Size: 100,000 |
Alphabet C |
180.00 USD |
2027-01-15 |
Call |
Master data
| WKN: |
HS2RAL |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet C |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 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: |
5.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-1.53 |
| Time value: |
2.54 |
| Break-even: |
187.13 |
| Moneyness: |
0.91 |
| Premium: |
0.28 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.79% |
| Delta: |
0.57 |
| Theta: |
-0.02 |
| Omega: |
3.30 |
| Rho: |
1.35 |
Quote data
| Open: |
2.5400 |
| High: |
2.5400 |
| Low: |
2.5400 |
| Previous Close: |
2.5600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.93% |
| 1 Month |
|
|
-12.71% |
| 3 Months |
|
|
-43.93% |
| YTD |
|
|
+21.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.5900 |
2.5300 |
| 1M High / 1M Low: |
2.9100 |
2.0400 |
| 6M High / 6M Low: |
4.8400 |
2.0400 |
| High (YTD): |
2024-07-10 |
4.8400 |
| Low (YTD): |
2024-03-06 |
1.7700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.5640 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
2.4991 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
3.4089 |
| Avg. volume 6M: |
|
4.0930 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.44% |
| Volatility 6M: |
|
78.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
