HSBC WAR. CALL 06/24 BNP/ DE000HG4ED04 /
| 2024-05-31 9:35:32 PM | Chg.+0.0200 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2900EUR | +0.88% | 2.3100 Bid Size: 10,000 |
2.3500 Ask Size: 10,000 |
BNP PARIBAS INH. ... | 45.00 - | 2024-06-19 | Call |
Master data
| WKN: | HG4ED0 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | BNP PARIBAS INH. EO 2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-06-28 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.88 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.28 |
|---|---|
| Intrinsic value: | 2.27 |
| Implied volatility: | 1.39 |
| Historic volatility: | 0.22 |
| Parity: | 2.27 |
| Time value: | 0.08 |
| Break-even: | 68.50 |
| Moneyness: | 1.50 |
| Premium: | 0.01 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.04 |
| Spread %: | 1.73% |
| Delta: | 0.93 |
| Theta: | -0.08 |
| Omega: | 2.68 |
| Rho: | 0.02 |
Quote data
| Open: | 2.2700 |
|---|---|
| High: | 2.3000 |
| Low: | 2.2700 |
| Previous Close: | 2.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.15% | ||
|---|---|---|---|
| 1 Month | +0.44% | ||
| 3 Months | +89.26% | ||
| YTD | +21.16% | ||
| 1 Year | +74.81% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.2900 | 2.2000 |
|---|---|---|
| 1M High / 1M Low: | 2.7900 | 2.2000 |
| 6M High / 6M Low: | 2.7900 | 0.9500 |
| High (YTD): | 2024-05-20 | 2.7900 |
| Low (YTD): | 2024-02-09 | 0.9500 |
| 52W High: | 2024-05-20 | 2.7900 |
| 52W Low: | 2024-02-09 | 0.9500 |
| Avg. price 1W: | 2.2520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4409 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8269 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.6629 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 66.82% | |
| Volatility 6M: | 76.61% | |
| Volatility 1Y: | 71.43% | |
| Volatility 3Y: | - |
