HSBC WAR. CALL 12/27 P911
/ DE000HS481M9
HSBC WAR. CALL 12/27 P911/ DE000HS481M9 /
| 2024-09-20 9:36:53 PM |
Chg.-0.1000 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.3600EUR |
-21.74% |
0.3100
Bid Size: 20,000 |
0.3800
Ask Size: 20,000 |
PORSCHE AG VZ |
110.00 EUR |
2027-12-15 |
Call |
Master data
| WKN: |
HS481M |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
PORSCHE AG VZ |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 EUR |
| Maturity: |
2027-12-15 |
| Issue date: |
2024-01-16 |
| Last trading day: |
2027-12-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.28 |
| Parity: |
-4.50 |
| Time value: |
0.38 |
| Break-even: |
113.80 |
| Moneyness: |
0.59 |
| Premium: |
0.75 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.07 |
| Spread %: |
22.58% |
| Delta: |
0.26 |
| Theta: |
-0.01 |
| Omega: |
4.40 |
| Rho: |
0.42 |
Quote data
| Open: |
0.3600 |
| High: |
0.3600 |
| Low: |
0.3600 |
| Previous Close: |
0.4600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-30.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.4600 |
0.3600 |
| 1M High / 1M Low: |
0.5000 |
0.3600 |
| 6M High / 6M Low: |
1.6200 |
0.3600 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.4140 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
0.4313 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
0.8074 |
| Avg. volume 6M: |
|
0.0000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.33% |
| Volatility 6M: |
|
97.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
