HSBC WAR. CALL 01/27 UNP/ DE000HS3XW04 /
| 2024-09-20 9:36:46 PM | Chg.-0.2000 | Bid9:59:53 PM | Ask9:59:53 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5500EUR | -11.43% | 1.5900 Bid Size: 50,000 |
1.6200 Ask Size: 50,000 |
Union Pacific Corp | 300.00 USD | 2027-01-15 | Call |
Master data
| WKN: | HS3XW0 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Union Pacific Corp |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 USD |
| Maturity: | 2027-01-15 |
| Issue date: | 2023-12-28 |
| Last trading day: | 2027-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 13.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.15 |
| Parity: | -4.89 |
| Time value: | 1.62 |
| Break-even: | 284.94 |
| Moneyness: | 0.82 |
| Premium: | 0.30 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.03 |
| Spread %: | 1.89% |
| Delta: | 0.40 |
| Theta: | -0.02 |
| Omega: | 5.44 |
| Rho: | 1.67 |
Quote data
| Open: | 1.7200 |
|---|---|
| High: | 1.7200 |
| Low: | 1.5500 |
| Previous Close: | 1.7500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.76% | ||
|---|---|---|---|
| 1 Month | -4.91% | ||
| 3 Months | +13.14% | ||
| YTD | -37.75% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9800 | 1.5500 |
|---|---|---|
| 1M High / 1M Low: | 2.1100 | 1.5500 |
| 6M High / 6M Low: | 2.4500 | 1.2300 |
| High (YTD): | 2024-02-23 | 2.9100 |
| Low (YTD): | 2024-07-09 | 1.2300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8764 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8086 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 82.97% | |
| Volatility 6M: | 84.14% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
