HSBC WAR. CALL 12/27 APC/ DE000HS541L2 /
11/06/2024 13:35:27 | Chg.-0.0200 | Bid15:32:55 | Ask15:32:55 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.9300EUR | -0.40% | 5.1100 Bid Size: 150,000 |
5.1500 Ask Size: 150,000 |
Apple Inc | 185.00 USD | 17/12/2027 | Call |
Master data
WKN: | HS541L |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Apple Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 185.00 USD |
Maturity: | 17/12/2027 |
Issue date: | 28/02/2024 |
Last trading day: | 16/12/2027 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 3.60 |
Leverage: | Yes |
Calculated values
Fair value: | 3.96 |
---|---|
Intrinsic value: | 0.75 |
Implied volatility: | 0.28 |
Historic volatility: | 0.18 |
Parity: | 0.75 |
Time value: | 4.23 |
Break-even: | 221.68 |
Moneyness: | 1.04 |
Premium: | 0.24 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.02 |
Spread %: | 0.40% |
Delta: | 0.72 |
Theta: | -0.02 |
Omega: | 2.60 |
Rho: | 2.81 |
Quote data
Open: | 4.9100 |
---|---|
High: | 4.9300 |
Low: | 4.9100 |
Previous Close: | 4.9500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -0.60% | ||
---|---|---|---|
1 Month | +15.73% | ||
3 Months | +38.10% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.1100 | 4.9500 |
---|---|---|
1M High / 1M Low: | 5.1100 | 4.5400 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 5.0100 | |
Avg. volume 1W: | 12 | |
Avg. price 1M: | 4.7929 | |
Avg. volume 1M: | 2.8571 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 35.10% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |