HSBC WAR. CALL 01/27 ABEC
/ DE000HS2RAM5
HSBC WAR. CALL 01/27 ABEC/ DE000HS2RAM5 /
2024-09-27 8:01:16 AM |
Chg.-0.0200 |
Bid9:04:12 AM |
Ask9:04:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.9400EUR |
-1.02% |
1.9300 Bid Size: 100,000 |
1.9600 Ask Size: 100,000 |
Alphabet C |
200.00 USD |
2027-01-15 |
Call |
Master data
WKN: |
HS2RAM |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Alphabet C |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 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: |
7.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.25 |
Parity: |
-3.33 |
Time value: |
1.92 |
Break-even: |
198.90 |
Moneyness: |
0.81 |
Premium: |
0.36 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
0.52% |
Delta: |
0.48 |
Theta: |
-0.02 |
Omega: |
3.65 |
Rho: |
1.17 |
Quote data
Open: |
1.9400 |
High: |
1.9400 |
Low: |
1.9400 |
Previous Close: |
1.9600 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.02% |
1 Month |
|
|
-14.16% |
3 Months |
|
|
-46.99% |
YTD |
|
|
+19.75% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.9800 |
1.9300 |
1M High / 1M Low: |
2.2600 |
1.5600 |
6M High / 6M Low: |
3.9600 |
1.5600 |
High (YTD): |
2024-07-10 |
3.9600 |
Low (YTD): |
2024-03-06 |
1.3900 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.9600 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
1.9178 |
Avg. volume 1M: |
|
76.3043 |
Avg. price 6M: |
|
2.7045 |
Avg. volume 6M: |
|
36.4186 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
78.02% |
Volatility 6M: |
|
84.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |