HSBC Call 40 MOR 19.06.2024/  DE000HG2UAL5  /

EUWAX
2024-05-21  8:18:30 AM Chg.- Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
2.86EUR - -
Bid Size: -
-
Ask Size: -
MORPHOSYS AG O.N. 40.00 - 2024-06-19 Call
 

Master data

WKN: HG2UAL
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: MORPHOSYS AG O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-06-19
Issue date: 2022-05-04
Last trading day: 2024-05-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.39
Leverage: Yes

Calculated values

Fair value: 2.82
Intrinsic value: 2.81
Implied volatility: 1.29
Historic volatility: 0.79
Parity: 2.81
Time value: 0.04
Break-even: 68.50
Moneyness: 1.70
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.04
Omega: 2.31
Rho: 0.02
 

Quote data

Open: 2.86
High: 2.86
Low: 2.86
Previous Close: 2.86
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+4.38%
3 Months  
+13.49%
YTD  
+368.85%
1 Year  
+1091.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.86 2.86
1M High / 1M Low: 2.99 2.52
6M High / 6M Low: 2.99 0.00
High (YTD): 2024-05-16 2.99
Low (YTD): 2024-01-12 0.39
52W High: 2024-05-16 2.99
52W Low: 2023-11-28 0.00
Avg. price 1W:   2.86
Avg. volume 1W:   0.00
Avg. price 1M:   2.73
Avg. volume 1M:   0.00
Avg. price 6M:   1.83
Avg. volume 6M:   0.00
Avg. price 1Y:   1.09
Avg. volume 1Y:   247.01
Volatility 1M:   46.39%
Volatility 6M:   4,824.16%
Volatility 1Y:   3,378.23%
Volatility 3Y:   -