HSBC WAR. CALL 01/27 UNP/ DE000HS3XVZ9 /
| 2024-09-20 9:37:13 PM | Chg.-0.2600 | Bid9:59:53 PM | Ask9:59:53 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2600EUR | -10.32% | 2.3000 Bid Size: 50,000 |
2.3200 Ask Size: 50,000 |
Union Pacific Corp | 275.00 USD | 2027-01-15 | Call |
Master data
| WKN: | HS3XVZ |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Union Pacific Corp |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 275.00 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: | 9.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.71 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.15 |
| Parity: | -2.65 |
| Time value: | 2.32 |
| Break-even: | 269.54 |
| Moneyness: | 0.89 |
| Premium: | 0.23 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.02 |
| Spread %: | 0.87% |
| Delta: | 0.51 |
| Theta: | -0.02 |
| Omega: | 4.87 |
| Rho: | 2.08 |
Quote data
| Open: | 2.4700 |
|---|---|
| High: | 2.4700 |
| Low: | 2.2600 |
| Previous Close: | 2.5200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.41% | ||
|---|---|---|---|
| 1 Month | -3.00% | ||
| 3 Months | +15.90% | ||
| YTD | -30.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.8100 | 2.2600 |
|---|---|---|
| 1M High / 1M Low: | 2.9700 | 2.2600 |
| 6M High / 6M Low: | 3.2100 | 1.7500 |
| High (YTD): | 2024-02-23 | 3.7900 |
| Low (YTD): | 2024-07-09 | 1.7500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.6040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.6636 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.5013 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 72.87% | |
| Volatility 6M: | 77.14% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
