HSBC WAR. CALL 12/24 ABEA
/ DE000HS3A9J0
HSBC WAR. CALL 12/24 ABEA/ DE000HS3A9J0 /
2024-06-17 3:37:03 PM |
Chg.-0.1000 |
Bid3:50:18 PM |
Ask3:50:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.0700EUR |
-3.15% |
3.0600 Bid Size: 100,000 |
3.0800 Ask Size: 100,000 |
Alphabet A |
150.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
HS3A9J |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Alphabet A |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-11-10 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.99 |
Intrinsic value: |
2.50 |
Implied volatility: |
0.33 |
Historic volatility: |
0.26 |
Parity: |
2.50 |
Time value: |
0.71 |
Break-even: |
172.25 |
Moneyness: |
1.18 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
0.63% |
Delta: |
0.81 |
Theta: |
-0.04 |
Omega: |
4.18 |
Rho: |
0.52 |
Quote data
Open: |
3.1900 |
High: |
3.1900 |
Low: |
3.0700 |
Previous Close: |
3.1700 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.66% |
1 Month |
|
|
-2.85% |
3 Months |
|
|
+151.64% |
YTD |
|
|
+125.74% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.1800 |
3.0200 |
1M High / 1M Low: |
3.2900 |
2.8000 |
6M High / 6M Low: |
3.2900 |
0.7700 |
High (YTD): |
2024-05-21 |
3.2900 |
Low (YTD): |
2024-03-06 |
0.7700 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.1180 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
3.0752 |
Avg. volume 1M: |
|
8.2381 |
Avg. price 6M: |
|
1.8997 |
Avg. volume 6M: |
|
71 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.63% |
Volatility 6M: |
|
140.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |