HSBC WAR. CALL 06/24 FRE/ DE000HG3Y7P8 /
2024-06-07 9:35:44 PM | Chg.-0.0050 | Bid9:58:01 PM | Ask9:58:01 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1570EUR | -3.09% | 0.1390 Bid Size: 20,000 |
0.1650 Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... | 29.00 - | 2024-06-19 | Call |
Master data
WKN: | HG3Y7P |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | FRESENIUS SE+CO.KGAA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 29.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2022-06-20 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 18.36 |
Leverage: | Yes |
Calculated values
Fair value: | 0.14 |
---|---|
Intrinsic value: | 0.13 |
Implied volatility: | 0.40 |
Historic volatility: | 0.24 |
Parity: | 0.13 |
Time value: | 0.04 |
Break-even: | 30.65 |
Moneyness: | 1.04 |
Premium: | 0.01 |
Premium p.a.: | 0.46 |
Spread abs.: | 0.03 |
Spread %: | 18.71% |
Delta: | 0.75 |
Theta: | -0.03 |
Omega: | 13.83 |
Rho: | 0.01 |
Quote data
Open: | 0.1620 |
---|---|
High: | 0.1620 |
Low: | 0.1570 |
Previous Close: | 0.1620 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +106.58% | ||
---|---|---|---|
1 Month | +78.41% | ||
3 Months | +141.54% | ||
YTD | -31.74% | ||
1 Year | -31.74% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1620 | 0.0760 |
---|---|---|
1M High / 1M Low: | 0.1620 | 0.0350 |
6M High / 6M Low: | 0.2600 | 0.0300 |
High (YTD): | 2024-01-05 | 0.2600 |
Low (YTD): | 2024-04-05 | 0.0300 |
52W High: | 2023-09-21 | 0.4400 |
52W Low: | 2024-04-05 | 0.0300 |
Avg. price 1W: | 0.1162 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0803 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1010 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.1771 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 542.03% | |
Volatility 6M: | 265.58% | |
Volatility 1Y: | 216.00% | |
Volatility 3Y: | - |