HSBC WAR. CALL 12/27 P911
/ DE000HS481H9
HSBC WAR. CALL 12/27 P911/ DE000HS481H9 /
| 20/09/2024 21:37:16 |
Chg.-0.2000 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.9700EUR |
-17.09% |
0.9100
Bid Size: 20,000 |
0.9800
Ask Size: 20,000 |
PORSCHE AG VZ |
75.00 EUR |
15/12/2027 |
Call |
Master data
| WKN: |
HS481H |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
PORSCHE AG VZ |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
15/12/2027 |
| Issue date: |
16/01/2024 |
| Last trading day: |
14/12/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.28 |
| Parity: |
-1.00 |
| Time value: |
0.98 |
| Break-even: |
84.80 |
| Moneyness: |
0.87 |
| Premium: |
0.30 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.07 |
| Spread %: |
7.69% |
| Delta: |
0.55 |
| Theta: |
-0.01 |
| Omega: |
3.65 |
| Rho: |
0.84 |
Quote data
| Open: |
1.0300 |
| High: |
1.0300 |
| Low: |
0.9700 |
| Previous Close: |
1.1700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.62% |
| 1 Month |
|
|
-22.40% |
| 3 Months |
|
|
-24.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.1700 |
0.9700 |
| 1M High / 1M Low: |
1.2700 |
0.9700 |
| 6M High / 6M Low: |
3.2100 |
0.9700 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.0940 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
1.1291 |
| Avg. volume 1M: |
|
157.7826 |
| Avg. price 6M: |
|
1.7693 |
| Avg. volume 6M: |
|
102.8992 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.82% |
| Volatility 6M: |
|
79.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
