HSBC WAR. CALL 12/24 WMT/ DE000HS2RQP4 /
| 2024-06-14 9:35:00 AM | Chg.- | Bid10:38:22 AM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.1300EUR | - | - Bid Size: 16,670 |
- Ask Size: - |
WALMART DL-,10 | 53.3333 - | 2024-12-20 | Call |
Master data
| WKN: | HS2RQP |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | WALMART DL-,10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 53.33 - |
| Maturity: | 2024-12-20 |
| Issue date: | 2023-10-31 |
| Last trading day: | 2024-06-14 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.16 |
|---|---|
| Intrinsic value: | 2.83 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.15 |
| Parity: | 2.83 |
| Time value: | 1.30 |
| Break-even: | 67.10 |
| Moneyness: | 1.18 |
| Premium: | 0.07 |
| Premium p.a.: | 0.14 |
| Spread abs.: | -0.01 |
| Spread %: | -0.24% |
| Delta: | 0.76 |
| Theta: | -0.02 |
| Omega: | 3.48 |
| Rho: | 0.17 |
Quote data
| Open: | 4.1200 |
|---|---|
| High: | 4.1300 |
| Low: | 4.1200 |
| Previous Close: | 4.1000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.72% | ||
|---|---|---|---|
| 1 Month | +13.15% | ||
| 3 Months | +43.90% | ||
| YTD | +233.06% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.1600 | 4.0200 |
|---|---|---|
| 1M High / 1M Low: | 4.2800 | 3.4900 |
| 6M High / 6M Low: | 4.2800 | 1.1000 |
| High (YTD): | 2024-06-06 | 4.2800 |
| Low (YTD): | 2024-01-05 | 1.1600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.1025 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.9150 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.4877 | |
| Avg. volume 6M: | 8.6774 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 65.04% | |
| Volatility 6M: | 91.61% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
