HSBC WAR. CALL 06/24 FRE/ DE000HG4PZM6 /
2024-06-04 9:36:06 AM | Chg.0.0000 | Bid11:02:25 AM | Ask11:02:25 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4400EUR | 0.00% | 0.4300 Bid Size: 50,000 |
0.4600 Ask Size: 50,000 |
FRESENIUS SE+CO.KGAA... | 25.00 - | 2024-06-19 | Call |
Master data
WKN: | HG4PZM |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | FRESENIUS SE+CO.KGAA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 25.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2022-08-01 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.63 |
Leverage: | Yes |
Calculated values
Fair value: | 0.42 |
---|---|
Intrinsic value: | 0.42 |
Implied volatility: | 0.64 |
Historic volatility: | 0.24 |
Parity: | 0.42 |
Time value: | 0.02 |
Break-even: | 29.40 |
Moneyness: | 1.17 |
Premium: | 0.01 |
Premium p.a.: | 0.21 |
Spread abs.: | 0.04 |
Spread %: | 10.00% |
Delta: | 0.90 |
Theta: | -0.02 |
Omega: | 5.96 |
Rho: | 0.01 |
Quote data
Open: | 0.4400 |
---|---|
High: | 0.4400 |
Low: | 0.4400 |
Previous Close: | 0.4400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +2.33% | ||
---|---|---|---|
1 Month | +22.22% | ||
3 Months | +157.31% | ||
YTD | -10.20% | ||
1 Year | -2.22% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4400 | 0.4100 |
---|---|---|
1M High / 1M Low: | 0.4400 | 0.2800 |
6M High / 6M Low: | 0.5800 | 0.1200 |
High (YTD): | 2024-01-05 | 0.5400 |
Low (YTD): | 2024-04-03 | 0.1200 |
52W High: | 2023-09-20 | 0.7500 |
52W Low: | 2024-04-03 | 0.1200 |
Avg. price 1W: | 0.4240 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3790 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3183 | |
Avg. volume 6M: | 15.6880 | |
Avg. price 1Y: | 0.3965 | |
Avg. volume 1Y: | 18.0157 | |
Volatility 1M: | 161.19% | |
Volatility 6M: | 148.46% | |
Volatility 1Y: | 134.27% | |
Volatility 3Y: | - |