HSBC WAR. CALL 06/24 FRE/ DE000HG4PZM6 /
| 2024-06-03 9:36:45 PM | Chg.+0.0200 | Bid9:58:53 PM | Ask9:58:53 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4400EUR | +4.76% | 0.4000 Bid Size: 50,000 |
0.4400 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: | 6.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.43 |
| Implied volatility: | 0.78 |
| Historic volatility: | 0.24 |
| Parity: | 0.43 |
| Time value: | 0.04 |
| Break-even: | 29.70 |
| Moneyness: | 1.17 |
| Premium: | 0.01 |
| Premium p.a.: | 0.38 |
| Spread abs.: | 0.04 |
| Spread %: | 9.30% |
| Delta: | 0.86 |
| Theta: | -0.04 |
| Omega: | 5.33 |
| Rho: | 0.01 |
Quote data
| Open: | 0.4300 |
|---|---|
| High: | 0.4400 |
| Low: | 0.4300 |
| Previous Close: | 0.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.33% | ||
|---|---|---|---|
| 1 Month | +22.22% | ||
| 3 Months | +91.30% | ||
| YTD | -10.20% | ||
| 1 Year | -2.22% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4300 | 0.4100 |
|---|---|---|
| 1M High / 1M Low: | 0.4300 | 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: | 0.4220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3752 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3173 | |
| Avg. volume 6M: | 15.8145 | |
| Avg. price 1Y: | 0.3963 | |
| Avg. volume 1Y: | 18.0866 | |
| Volatility 1M: | 162.79% | |
| Volatility 6M: | 148.90% | |
| Volatility 1Y: | 134.46% | |
| Volatility 3Y: | - |
