HSBC WAR. CALL 12/27 P911
/ DE000HS481G1
HSBC WAR. CALL 12/27 P911/ DE000HS481G1 /
| 2024-09-20 9:35:18 PM |
Chg.-0.2600 |
Bid9:58:11 PM |
Ask9:58:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.0800EUR |
-19.40% |
1.0600
Bid Size: 20,000 |
1.1300
Ask Size: 20,000 |
PORSCHE AG VZ |
70.00 EUR |
2027-12-15 |
Call |
Master data
| WKN: |
HS481G |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
PORSCHE AG VZ |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
2027-12-15 |
| Issue date: |
2024-01-16 |
| Last trading day: |
2027-12-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.28 |
| Parity: |
-0.50 |
| Time value: |
1.13 |
| Break-even: |
81.30 |
| Moneyness: |
0.93 |
| Premium: |
0.25 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.07 |
| Spread %: |
6.60% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
3.53 |
| Rho: |
0.92 |
Quote data
| Open: |
1.2200 |
| High: |
1.2200 |
| Low: |
1.0800 |
| Previous Close: |
1.3400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.74% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-27.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.3400 |
1.0800 |
| 1M High / 1M Low: |
1.4600 |
1.0800 |
| 6M High / 6M Low: |
3.5200 |
1.0800 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.2500 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
1.2970 |
| Avg. volume 1M: |
|
43.4783 |
| Avg. price 6M: |
|
1.9862 |
| Avg. volume 6M: |
|
41.6744 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.61% |
| Volatility 6M: |
|
80.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
