HSBC WAR. CALL 09/24 ABEA
/ DE000HS3A9C5
HSBC WAR. CALL 09/24 ABEA/ DE000HS3A9C5 /
2024-06-14 9:37:45 PM |
Chg.+0.0700 |
Bid9:59:11 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.8200EUR |
+2.55% |
2.8400 Bid Size: 100,000 |
- Ask Size: - |
Alphabet A |
150.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
HS3A9C |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Alphabet A |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 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: |
5.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.72 |
Intrinsic value: |
2.50 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
2.50 |
Time value: |
0.32 |
Break-even: |
168.32 |
Moneyness: |
1.18 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
-0.02 |
Spread %: |
-0.70% |
Delta: |
0.87 |
Theta: |
-0.04 |
Omega: |
5.11 |
Rho: |
0.31 |
Quote data
Open: |
2.7100 |
High: |
2.8500 |
Low: |
2.6400 |
Previous Close: |
2.7500 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.30% |
1 Month |
|
|
+6.42% |
3 Months |
|
|
+206.52% |
YTD |
|
|
+166.04% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.8200 |
2.6700 |
1M High / 1M Low: |
2.9300 |
2.4300 |
6M High / 6M Low: |
2.9300 |
0.5200 |
High (YTD): |
2024-05-21 |
2.9300 |
Low (YTD): |
2024-03-06 |
0.5200 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.7660 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
2.7141 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
1.5648 |
Avg. volume 6M: |
|
112.4677 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
72.46% |
Volatility 6M: |
|
169.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |