HSBC WAR. CALL 12/25 ABEA
/ DE000HS3A9W3
HSBC WAR. CALL 12/25 ABEA/ DE000HS3A9W3 /
| 2024-06-24 9:37:08 PM |
Chg.-0.060 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.190EUR |
-1.14% |
5.160
Bid Size: 100,000 |
5.180
Ask Size: 100,000 |
Alphabet A |
140.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
HS3A9W |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Alphabet A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 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: |
3.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.77 |
| Intrinsic value: |
3.71 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
3.71 |
| Time value: |
1.52 |
| Break-even: |
183.29 |
| Moneyness: |
1.28 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.38% |
| Delta: |
0.82 |
| Theta: |
-0.03 |
| Omega: |
2.65 |
| Rho: |
1.28 |
Quote data
| Open: |
5.250 |
| High: |
5.250 |
| Low: |
5.190 |
| Previous Close: |
5.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.37% |
| 1 Month |
|
|
+5.27% |
| 3 Months |
|
|
+54.93% |
| YTD |
|
|
+90.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.250 |
4.830 |
| 1M High / 1M Low: |
5.250 |
4.610 |
| 6M High / 6M Low: |
5.250 |
2.130 |
| High (YTD): |
2024-06-21 |
5.250 |
| Low (YTD): |
2024-03-06 |
2.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.988 |
| Avg. volume 1W: |
|
21 |
| Avg. price 1M: |
|
4.896 |
| Avg. volume 1M: |
|
24.952 |
| Avg. price 6M: |
|
3.602 |
| Avg. volume 6M: |
|
76.903 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.18% |
| Volatility 6M: |
|
85.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
