HSBC WAR. CALL 12/27 S500
/ DE000HS53TK0
HSBC WAR. CALL 12/27 S500/ DE000HS53TK0 /
2024-09-23 9:36:36 PM |
Chg.+0.120 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
11.230EUR |
+1.08% |
11.200 Bid Size: 5,000 |
11.240 Ask Size: 5,000 |
- |
5,300.00 - |
2027-12-17 |
Call |
Master data
WKN: |
HS53TK |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5,300.00 - |
Maturity: |
2027-12-17 |
Issue date: |
2024-02-28 |
Last trading day: |
2027-12-16 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
5.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.87 |
Intrinsic value: |
4.03 |
Implied volatility: |
0.13 |
Historic volatility: |
0.12 |
Parity: |
4.03 |
Time value: |
7.10 |
Break-even: |
6,413.00 |
Moneyness: |
1.08 |
Premium: |
0.12 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.06 |
Spread %: |
0.54% |
Delta: |
0.81 |
Theta: |
-0.48 |
Omega: |
4.16 |
Rho: |
113.59 |
Quote data
Open: |
11.140 |
High: |
11.290 |
Low: |
11.130 |
Previous Close: |
11.110 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.74% |
1 Month |
|
|
+5.15% |
3 Months |
|
|
+3.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.270 |
10.620 |
1M High / 1M Low: |
11.270 |
9.230 |
6M High / 6M Low: |
11.830 |
8.230 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
11.000 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.438 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
10.023 |
Avg. volume 6M: |
|
6.086 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
47.07% |
Volatility 6M: |
|
45.99% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |