HSBC WAR. CALL 06/24 FRE/ DE000HG4PZN4 /
2024-05-29 9:36:19 AM | Chg.0.0000 | Bid9:38:15 AM | Ask9:38:15 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3300EUR | 0.00% | 0.3400 Bid Size: 50,000 |
0.3700 Ask Size: 50,000 |
FRESENIUS SE+CO.KGAA... | 26.00 - | 2024-06-19 | Call |
Master data
WKN: | HG4PZN |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | FRESENIUS SE+CO.KGAA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 26.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2022-08-01 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 8.34 |
Leverage: | Yes |
Calculated values
Fair value: | 0.33 |
---|---|
Intrinsic value: | 0.32 |
Implied volatility: | 0.46 |
Historic volatility: | 0.24 |
Parity: | 0.32 |
Time value: | 0.03 |
Break-even: | 29.50 |
Moneyness: | 1.12 |
Premium: | 0.01 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.04 |
Spread %: | 12.90% |
Delta: | 0.86 |
Theta: | -0.02 |
Omega: | 7.21 |
Rho: | 0.01 |
Quote data
Open: | 0.3300 |
---|---|
High: | 0.3300 |
Low: | 0.3300 |
Previous Close: | 0.3300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +71.88% | ||
---|---|---|---|
1 Month | +37.50% | ||
3 Months | +77.42% | ||
YTD | -19.51% | ||
1 Year | -23.26% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3300 | 0.1920 |
---|---|---|
1M High / 1M Low: | 0.3300 | 0.1880 |
6M High / 6M Low: | 0.4900 | 0.0820 |
High (YTD): | 2024-01-05 | 0.4500 |
Low (YTD): | 2024-04-03 | 0.0820 |
52W High: | 2023-09-20 | 0.6600 |
52W Low: | 2024-04-03 | 0.0820 |
Avg. price 1W: | 0.2844 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2743 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2505 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.3261 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 214.66% | |
Volatility 6M: | 167.93% | |
Volatility 1Y: | 149.96% | |
Volatility 3Y: | - |