HSBC WAR. CALL 12/27 P911
/ DE000HS481K3
HSBC WAR. CALL 12/27 P911/ DE000HS481K3 /
| 2024-06-19 9:35:38 PM |
Chg.0.0000 |
Bid9:58:14 PM |
Ask9:58:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.8500EUR |
0.00% |
0.8100
Bid Size: 20,000 |
0.8800
Ask Size: 20,000 |
PORSCHE AG VZ |
90.00 EUR |
2027-12-15 |
Call |
Master data
| WKN: |
HS481K |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
PORSCHE AG VZ |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2027-12-15 |
| Issue date: |
2024-01-16 |
| Last trading day: |
2027-12-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.27 |
| Parity: |
-2.05 |
| Time value: |
0.92 |
| Break-even: |
99.20 |
| Moneyness: |
0.77 |
| Premium: |
0.43 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.07 |
| Spread %: |
8.24% |
| Delta: |
0.48 |
| Theta: |
-0.01 |
| Omega: |
3.60 |
| Rho: |
0.84 |
Quote data
| Open: |
0.8500 |
| High: |
0.8500 |
| Low: |
0.8500 |
| Previous Close: |
0.8500 |
| Turnover: |
106.2500 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.14% |
| 1 Month |
|
|
-48.17% |
| 3 Months |
|
|
-60.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.9900 |
0.8500 |
| 1M High / 1M Low: |
1.5600 |
0.8500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.8980 |
| Avg. volume 1W: |
|
25 |
| Avg. price 1M: |
|
1.1168 |
| Avg. volume 1M: |
|
5.6818 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
