HSBC WAR. CALL 12/28 SAP/ DE000HS51DX1 /
2024-06-04 8:01:05 AM | Chg.0.0000 | Bid9:26:19 AM | Ask9:26:19 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.1200EUR | 0.00% | 1.1000 Bid Size: 80,000 |
1.1300 Ask Size: 80,000 |
SAP SE O.N. | 280.00 EUR | 2028-12-13 | Call |
Master data
WKN: | HS51DX |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SAP SE O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 280.00 EUR |
Maturity: | 2028-12-13 |
Issue date: | 2024-02-26 |
Last trading day: | 2028-12-12 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 14.56 |
Leverage: | Yes |
Calculated values
Fair value: | 1.07 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.21 |
Parity: | -11.40 |
Time value: | 1.14 |
Break-even: | 291.40 |
Moneyness: | 0.59 |
Premium: | 0.76 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.04 |
Spread %: | 3.64% |
Delta: | 0.30 |
Theta: | -0.01 |
Omega: | 4.30 |
Rho: | 1.70 |
Quote data
Open: | 1.1200 |
---|---|
High: | 1.1200 |
Low: | 1.1200 |
Previous Close: | 1.1200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -14.50% | ||
---|---|---|---|
1 Month | +6.67% | ||
3 Months | -6.67% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.3100 | 1.0800 |
---|---|---|
1M High / 1M Low: | 1.4100 | 1.0700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.1740 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2376 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 75.43% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |