HSBC WAR. CALL 09/24 ABEA
/ DE000HS3A9B7
HSBC WAR. CALL 09/24 ABEA/ DE000HS3A9B7 /
| 2024-06-25 9:35:04 PM |
Chg.+0.3800 |
Bid9:59:57 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.2500EUR |
+9.82% |
4.3100
Bid Size: 100,000 |
-
Ask Size: - |
Alphabet A |
140.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
HS3A9B |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.78 |
| Intrinsic value: |
3.65 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.25 |
| Parity: |
3.65 |
| Time value: |
0.28 |
| Break-even: |
169.75 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.07 |
| Spread %: |
1.81% |
| Delta: |
0.91 |
| Theta: |
-0.04 |
| Omega: |
3.86 |
| Rho: |
0.27 |
Quote data
| Open: |
3.9200 |
| High: |
4.2500 |
| Low: |
3.8500 |
| Previous Close: |
3.8700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.19% |
| 1 Month |
|
|
+20.74% |
| 3 Months |
|
|
+128.49% |
| YTD |
|
|
+185.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.9600 |
3.4500 |
| 1M High / 1M Low: |
3.9600 |
3.2200 |
| 6M High / 6M Low: |
3.9600 |
0.8300 |
| High (YTD): |
2024-06-21 |
3.9600 |
| Low (YTD): |
2024-03-06 |
0.8300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.6680 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
3.5443 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
2.2439 |
| Avg. volume 6M: |
|
46.8560 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.72% |
| Volatility 6M: |
|
144.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
