HSBC WAR. CALL 06/24 NEH/ DE000HG6MS62 /
| 2024-05-29 9:35:11 AM | Chg.-0.1400 | Bid11:05:42 AM | Ask11:05:42 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.7100EUR | -4.91% | 2.7200 Bid Size: 100,000 |
2.7800 Ask Size: 100,000 |
NetEase Inc | 60.00 - | 2024-06-19 | Call |
Master data
| WKN: | HG6MS6 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | NetEase Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-11-02 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 2.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.42 |
|---|---|
| Intrinsic value: | 2.40 |
| Implied volatility: | 2.00 |
| Historic volatility: | 0.34 |
| Parity: | 2.40 |
| Time value: | 0.49 |
| Break-even: | 88.90 |
| Moneyness: | 1.40 |
| Premium: | 0.06 |
| Premium p.a.: | 1.66 |
| Spread abs.: | 0.03 |
| Spread %: | 1.05% |
| Delta: | 0.83 |
| Theta: | -0.25 |
| Omega: | 2.41 |
| Rho: | 0.02 |
Quote data
| Open: | 2.7100 |
|---|---|
| High: | 2.7100 |
| Low: | 2.7100 |
| Previous Close: | 2.8500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -24.72% | ||
|---|---|---|---|
| 1 Month | -20.76% | ||
| 3 Months | -39.78% | ||
| YTD | -6.55% | ||
| 1 Year | -17.63% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.6000 | 2.7900 |
|---|---|---|
| 1M High / 1M Low: | 4.1600 | 2.7900 |
| 6M High / 6M Low: | 5.0300 | 2.7200 |
| High (YTD): | 2024-02-27 | 4.9800 |
| Low (YTD): | 2024-01-17 | 2.7600 |
| 52W High: | 2023-11-20 | 5.4900 |
| 52W Low: | 2023-12-27 | 2.7200 |
| Avg. price 1W: | 3.0720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.5357 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.8157 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 4.0495 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 116.83% | |
| Volatility 6M: | 98.46% | |
| Volatility 1Y: | 82.67% | |
| Volatility 3Y: | - |
