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HSBC Call 60 NTES 20.06.2024/  DE000HG6MS62  /

Frankfurt Zert./HSBC
2024-06-04  8:00:25 PM Chg.+0.040 Bid8:16:10 PM Ask8:16:10 PM Underlying Strike price Expiration date Option type
2.630EUR +1.54% 2.630
Bid Size: 100,000		 2.660
Ask Size: 100,000		 NetEase Inc 60.00 - 2024-06-20 Call
 

Master data

WKN: HG6MS6
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: NetEase Inc
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-06-20
Issue date: 2022-11-02
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.09
Leverage: Yes

Calculated values

Fair value: 2.11
Intrinsic value: 2.10
Implied volatility: 2.26
Historic volatility: 0.34
Parity: 2.10
Time value: 0.52
Break-even: 86.20
Moneyness: 1.35
Premium: 0.06
Premium p.a.: 3.18
Spread abs.: 0.03
Spread %: 1.16%
Delta: 0.81
Theta: -0.33
Omega: 2.50
Rho: 0.02
 

Quote data

Open: 2.680
High: 2.740
Low: 2.580
Previous Close: 2.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.72%
1 Month
  -34.90%
3 Months
  -41.16%
YTD
  -9.62%
1 Year
  -11.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.850 2.590
1M High / 1M Low: 4.120 2.590
6M High / 6M Low: 4.950 2.590
High (YTD): 2024-02-27 4.950
Low (YTD): 2024-06-03 2.590
52W High: 2023-11-20 5.480
52W Low: 2024-06-03 2.590
Avg. price 1W:   2.740
Avg. volume 1W:   0.000
Avg. price 1M:   3.357
Avg. volume 1M:   0.000
Avg. price 6M:   3.738
Avg. volume 6M:   0.000
Avg. price 1Y:   4.032
Avg. volume 1Y:   0.000
Volatility 1M:   101.22%
Volatility 6M:   99.04%
Volatility 1Y:   83.14%
Volatility 3Y:   -