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HSBC Call 350 GOS 20.06.2024/  DE000HG4AZL0  /

EUWAX
2024-06-07  8:39:29 AM Chg.-0.24 Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
9.97EUR -2.35% -
Bid Size: -		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 350.00 - 2024-06-20 Call
 

Master data

WKN: HG4AZL
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 350.00 -
Maturity: 2024-06-20
Issue date: 2022-06-23
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.23
Leverage: Yes

Calculated values

Fair value: 7.10
Intrinsic value: 7.06
Implied volatility: 1.98
Historic volatility: 0.19
Parity: 7.06
Time value: 2.88
Break-even: 449.40
Moneyness: 1.20
Premium: 0.07
Premium p.a.: 5.42
Spread abs.: -0.01
Spread %: -0.10%
Delta: 0.75
Theta: -1.94
Omega: 3.18
Rho: 0.08
 

Quote data

Open: 9.97
High: 9.97
Low: 9.97
Previous Close: 10.21
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.32%
1 Month  
+13.30%
3 Months  
+131.86%
YTD  
+117.21%
1 Year  
+235.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.21 9.56
1M High / 1M Low: 11.08 8.80
6M High / 6M Low: 11.08 2.44
High (YTD): 2024-05-20 11.08
Low (YTD): 2024-01-17 3.65
52W High: 2024-05-20 11.08
52W Low: 2023-10-27 0.65
Avg. price 1W:   9.90
Avg. volume 1W:   0.00
Avg. price 1M:   9.99
Avg. volume 1M:   14.26
Avg. price 6M:   5.73
Avg. volume 6M:   37.79
Avg. price 1Y:   3.85
Avg. volume 1Y:   32.07
Volatility 1M:   76.79%
Volatility 6M:   144.18%
Volatility 1Y:   164.57%
Volatility 3Y:   -