HSBC WAR. CALL 06/24 FRE/ DE000HG5QD82 /
| 2024-06-10 11:36:31 AM | Chg.-0.0100 | Bid12:16:19 PM | Ask12:16:19 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0400EUR | -0.95% | 1.0100 Bid Size: 50,000 |
1.0400 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: | 2.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.03 |
|---|---|
| Intrinsic value: | 1.03 |
| Implied volatility: | 1.92 |
| Historic volatility: | 0.24 |
| Parity: | 1.03 |
| Time value: | 0.03 |
| Break-even: | 30.60 |
| Moneyness: | 1.52 |
| Premium: | 0.01 |
| Premium p.a.: | 0.49 |
| Spread abs.: | 0.04 |
| Spread %: | 3.92% |
| Delta: | 0.94 |
| Theta: | -0.06 |
| Omega: | 2.68 |
| Rho: | 0.00 |
Quote data
| Open: | 1.0400 |
|---|---|
| High: | 1.0400 |
| Low: | 1.0400 |
| Previous Close: | 1.0500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.64% | ||
|---|---|---|---|
| 1 Month | +18.18% | ||
| 3 Months | +67.74% | ||
| YTD | +14.29% | ||
| 1 Year | +38.67% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0500 | 0.9400 |
|---|---|---|
| 1M High / 1M Low: | 1.0500 | 0.7700 |
| 6M High / 6M Low: | 1.0500 | 0.5000 |
| High (YTD): | 2024-06-07 | 1.0500 |
| Low (YTD): | 2024-04-03 | 0.5000 |
| 52W High: | 2023-09-20 | 1.1800 |
| 52W Low: | 2024-04-03 | 0.5000 |
| Avg. price 1W: | 0.9940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9010 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7392 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.7943 | |
| Avg. volume 1Y: | 7.8740 | |
| Volatility 1M: | 66.45% | |
| Volatility 6M: | 69.35% | |
| Volatility 1Y: | 75.44% | |
| Volatility 3Y: | - |
