HSBC WAR. CALL 09/24 ABEA
/ DE000HS3A9A9
HSBC WAR. CALL 09/24 ABEA/ DE000HS3A9A9 /
| 20/06/2024 08:00:02 |
Chg.+0.1100 |
Bid08:05:58 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.4200EUR |
+2.55% |
4.4100
Bid Size: 100,000 |
-
Ask Size: - |
Alphabet A |
130.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
HS3A9A |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.31 |
| Intrinsic value: |
4.20 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
4.20 |
| Time value: |
0.18 |
| Break-even: |
164.86 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
-0.03 |
| Omega: |
3.54 |
| Rho: |
0.28 |
Quote data
| Open: |
4.4200 |
| High: |
4.4200 |
| Low: |
4.4200 |
| Previous Close: |
4.3100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.67% |
| 1 Month |
|
|
-3.28% |
| 3 Months |
|
|
+86.50% |
| YTD |
|
|
+117.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.6100 |
4.3100 |
| 1M High / 1M Low: |
4.6200 |
4.0700 |
| 6M High / 6M Low: |
4.6200 |
1.2700 |
| High (YTD): |
21/05/2024 |
4.6200 |
| Low (YTD): |
06/03/2024 |
1.2700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.4460 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
4.3839 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
2.8715 |
| Avg. volume 6M: |
|
84.4640 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.72% |
| Volatility 6M: |
|
120.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
