HSBC WAR. CALL 01/27 PRG/ DE000HS4DP14 /
| 2024-09-27 8:01:06 AM | Chg.-0.0200 | Bid8:33:16 AM | Ask8:33:16 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.2500EUR | -0.61% | 3.2400 Bid Size: 50,000 |
3.2900 Ask Size: 50,000 |
PROCTER GAMBLE | 150.00 - | 2027-01-15 | Call |
Master data
| WKN: | HS4DP1 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | PROCTER GAMBLE |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 2027-01-15 |
| Issue date: | 2024-01-24 |
| Last trading day: | 2027-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.16 |
|---|---|
| Intrinsic value: | 0.48 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.13 |
| Parity: | 0.48 |
| Time value: | 2.73 |
| Break-even: | 182.10 |
| Moneyness: | 1.03 |
| Premium: | 0.18 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.03 |
| Spread %: | 0.94% |
| Delta: | 0.68 |
| Theta: | -0.02 |
| Omega: | 3.29 |
| Rho: | 1.69 |
Quote data
| Open: | 3.2500 |
|---|---|
| High: | 3.2500 |
| Low: | 3.2500 |
| Previous Close: | 3.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.62% | ||
|---|---|---|---|
| 1 Month | +6.56% | ||
| 3 Months | +3.83% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.3300 | 3.2200 |
|---|---|---|
| 1M High / 1M Low: | 3.6400 | 3.0500 |
| 6M High / 6M Low: | 3.6400 | 2.4900 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.2580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.3457 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.1005 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 53.14% | |
| Volatility 6M: | 59.11% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
