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HSBC Call 55 NTES 20.06.2024/  DE000HG6MS54  /

Frankfurt Zert./HSBC
2024-06-04  9:35:47 PM Chg.+0.010 Bid9:59:40 PM Ask9:59:40 PM Underlying Strike price Expiration date Option type
3.060EUR +0.33% 3.090
Bid Size: 100,000		 3.120
Ask Size: 100,000		 NetEase Inc 55.00 - 2024-06-20 Call
 

Master data

WKN: HG6MS5
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: NetEase Inc
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2024-06-20
Issue date: 2022-11-02
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.63
Leverage: Yes

Calculated values

Fair value: 2.61
Intrinsic value: 2.60
Implied volatility: 2.55
Historic volatility: 0.34
Parity: 2.60
Time value: 0.48
Break-even: 85.80
Moneyness: 1.47
Premium: 0.06
Premium p.a.: 2.76
Spread abs.: 0.03
Spread %: 0.98%
Delta: 0.84
Theta: -0.33
Omega: 2.21
Rho: 0.02
 

Quote data

Open: 3.130
High: 3.200
Low: 3.040
Previous Close: 3.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.38%
1 Month
  -32.00%
3 Months
  -34.48%
YTD
  -7.83%
1 Year
  -10.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.300 3.050
1M High / 1M Low: 4.580 3.050
6M High / 6M Low: 5.400 3.050
High (YTD): 2024-02-27 5.400
Low (YTD): 2024-06-03 3.050
52W High: 2023-11-20 5.910
52W Low: 2024-06-03 3.050
Avg. price 1W:   3.150
Avg. volume 1W:   0.000
Avg. price 1M:   3.782
Avg. volume 1M:   0.000
Avg. price 6M:   4.170
Avg. volume 6M:   0.000
Avg. price 1Y:   4.450
Avg. volume 1Y:   0.000
Volatility 1M:   88.44%
Volatility 6M:   89.69%
Volatility 1Y:   75.61%
Volatility 3Y:   -