HSBC WAR. CALL 12/24 ABEA
/ DE000HS3A9J0
HSBC WAR. CALL 12/24 ABEA/ DE000HS3A9J0 /
| 9/27/2024 11:35:09 AM |
Chg.-0.0100 |
Bid11:48:45 AM |
Ask11:48:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.5900EUR |
-0.63% |
1.5900
Bid Size: 100,000 |
1.6300
Ask Size: 100,000 |
Alphabet A |
150.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
1.14 |
| Time value: |
0.47 |
| Break-even: |
150.31 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.26% |
| Delta: |
0.75 |
| Theta: |
-0.05 |
| Omega: |
6.74 |
| Rho: |
0.21 |
Quote data
| Open: |
1.5700 |
| High: |
1.5900 |
| Low: |
1.5700 |
| Previous Close: |
1.6000 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.64% |
| 1 Month |
|
|
-16.75% |
| 3 Months |
|
|
-58.70% |
| YTD |
|
|
+16.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.6500 |
1.5300 |
| 1M High / 1M Low: |
1.9100 |
0.8400 |
| 6M High / 6M Low: |
4.2400 |
0.8400 |
| High (YTD): |
7/10/2024 |
4.2400 |
| Low (YTD): |
3/6/2024 |
0.7700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.5940 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
1.4422 |
| Avg. volume 1M: |
|
13.4783 |
| Avg. price 6M: |
|
2.4957 |
| Avg. volume 6M: |
|
43.0853 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.54% |
| Volatility 6M: |
|
139.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
