HSBC WAR. CALL 12/25 ABEA
/ DE000HS3A9X1
HSBC WAR. CALL 12/25 ABEA/ DE000HS3A9X1 /
2024-09-26 5:35:16 PM |
Chg.+0.0700 |
Bid7:16:08 PM |
Ask7:16:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.8600EUR |
+2.51% |
2.8400 Bid Size: 100,000 |
2.8500 Ask Size: 100,000 |
Alphabet A |
150.00 USD |
2025-12-19 |
Call |
Master data
WKN: |
HS3A9X |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Alphabet A |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
2025-12-19 |
Issue date: |
2023-11-10 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.41 |
Intrinsic value: |
1.03 |
Implied volatility: |
0.31 |
Historic volatility: |
0.25 |
Parity: |
1.03 |
Time value: |
1.75 |
Break-even: |
162.57 |
Moneyness: |
1.08 |
Premium: |
0.12 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.36% |
Delta: |
0.69 |
Theta: |
-0.03 |
Omega: |
3.62 |
Rho: |
0.90 |
Quote data
Open: |
2.8500 |
High: |
2.8900 |
Low: |
2.8500 |
Previous Close: |
2.7900 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.38% |
1 Month |
|
|
-10.63% |
3 Months |
|
|
-41.51% |
YTD |
|
|
+24.89% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.9000 |
2.7900 |
1M High / 1M Low: |
3.2000 |
2.0800 |
6M High / 6M Low: |
5.3500 |
2.0800 |
High (YTD): |
2024-07-05 |
5.3500 |
Low (YTD): |
2024-03-06 |
1.7600 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.8500 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
2.7135 |
Avg. volume 1M: |
|
11.3043 |
Avg. price 6M: |
|
3.7039 |
Avg. volume 6M: |
|
27.3953 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.89% |
Volatility 6M: |
|
86.38% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |