OverviewChartNewsTraderScreen

HSBC WAR. CALL 06/24 CVC1/  DE000HG96GH7  /

gettex Zettex2
2024-06-04  9:35:25 PM Chg.+0.930 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
6.220EUR +17.58% 6.280
Bid Size: 15,000		 6.530
Ask Size: 15,000		 Carnival Corp 10.00 - 2024-06-20 Call
 

Master data

WKN: HG96GH
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Carnival Corp
Type: Warrant
Option type: Call
Strike price: 10.00 -
Maturity: 2024-06-20
Issue date: 2023-05-04
Last trading day: 2024-06-18
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 2.54
Leverage: Yes

Calculated values

Fair value: 4.42
Intrinsic value: 4.41
Implied volatility: 2.97
Historic volatility: 0.41
Parity: 4.41
Time value: 1.26
Break-even: 15.67
Moneyness: 1.44
Premium: 0.09
Premium p.a.: 5.79
Spread abs.: 0.25
Spread %: 4.61%
Delta: 0.82
Theta: -0.08
Omega: 2.07
Rho: 0.00
 

Quote data

Open: 5.400
High: 6.220
Low: 5.400
Previous Close: 5.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.96%
1 Month  
+44.32%
3 Months  
+4.54%
YTD
  -22.83%
1 Year  
+57.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.290 4.780
1M High / 1M Low: 5.600 4.020
6M High / 6M Low: 8.810 3.920
High (YTD): 2024-01-10 7.320
Low (YTD): 2024-04-17 3.920
52W High: 2023-07-05 9.420
52W Low: 2023-10-27 2.640
Avg. price 1W:   4.972
Avg. volume 1W:   0.000
Avg. price 1M:   4.687
Avg. volume 1M:   0.000
Avg. price 6M:   5.819
Avg. volume 6M:   0.000
Avg. price 1Y:   5.818
Avg. volume 1Y:   0.000
Volatility 1M:   114.70%
Volatility 6M:   86.53%
Volatility 1Y:   98.93%
Volatility 3Y:   -