HSBC WAR. CALL 06/24 FRE/ DE000HG5QD82 /
| 2024-06-03 9:37:05 PM | Chg.+0.0200 | Bid9:58:53 PM | Ask9:58:53 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9400EUR | +2.17% | 0.9000 Bid Size: 50,000 |
0.9400 Ask Size: 50,000 |
FRESENIUS SE+CO.KGAA... | 20.00 - | 2024-06-19 | Call |
Master data
| WKN: | HG5QD8 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | FRESENIUS SE+CO.KGAA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-09-29 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.93 |
|---|---|
| Intrinsic value: | 0.93 |
| Implied volatility: | 1.48 |
| Historic volatility: | 0.24 |
| Parity: | 0.93 |
| Time value: | 0.04 |
| Break-even: | 29.70 |
| Moneyness: | 1.46 |
| Premium: | 0.01 |
| Premium p.a.: | 0.38 |
| Spread abs.: | 0.04 |
| Spread %: | 4.30% |
| Delta: | 0.92 |
| Theta: | -0.04 |
| Omega: | 2.77 |
| Rho: | 0.01 |
Quote data
| Open: | 0.9300 |
|---|---|
| High: | 0.9400 |
| Low: | 0.9300 |
| Previous Close: | 0.9200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.08% | ||
|---|---|---|---|
| 1 Month | +13.25% | ||
| 3 Months | +77.36% | ||
| YTD | +3.30% | ||
| 1 Year | +20.51% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9400 | 0.9100 |
|---|---|---|
| 1M High / 1M Low: | 0.9400 | 0.7700 |
| 6M High / 6M Low: | 1.0000 | 0.5000 |
| High (YTD): | 2024-01-05 | 0.9600 |
| Low (YTD): | 2024-04-03 | 0.5000 |
| 52W High: | 2023-09-20 | 1.1800 |
| 52W Low: | 2024-04-03 | 0.5000 |
| Avg. price 1W: | 0.9240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8695 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7386 | |
| Avg. volume 6M: | 8 | |
| Avg. price 1Y: | 0.7902 | |
| Avg. volume 1Y: | 7.8431 | |
| Volatility 1M: | 68.79% | |
| Volatility 6M: | 69.86% | |
| Volatility 1Y: | 75.07% | |
| Volatility 3Y: | - |
