HSBC WAR. CALL 06/24 NEH/ DE000HG6MS62 /
| 2024-06-10 7:35:54 PM | Chg.+0.0600 | Bid9:28:19 PM | Ask9:28:19 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.2100EUR | +1.90% | 3.1900 Bid Size: 100,000 |
3.2200 Ask Size: 100,000 |
NetEase Inc | 60.00 - | 2024-06-20 | Call |
Master data
| WKN: | HG6MS6 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | NetEase Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 - |
| Maturity: | 2024-06-20 |
| Issue date: | 2022-11-02 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 2.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.72 |
|---|---|
| Intrinsic value: | 2.71 |
| Implied volatility: | 3.01 |
| Historic volatility: | 0.35 |
| Parity: | 2.71 |
| Time value: | 0.47 |
| Break-even: | 91.80 |
| Moneyness: | 1.45 |
| Premium: | 0.05 |
| Premium p.a.: | 5.77 |
| Spread abs.: | 0.03 |
| Spread %: | 0.95% |
| Delta: | 0.84 |
| Theta: | -0.53 |
| Omega: | 2.30 |
| Rho: | 0.01 |
Quote data
| Open: | 3.1600 |
|---|---|
| High: | 3.2200 |
| Low: | 3.1600 |
| Previous Close: | 3.1500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +23.94% | ||
|---|---|---|---|
| 1 Month | -9.83% | ||
| 3 Months | -23.39% | ||
| YTD | +10.69% | ||
| 1 Year | -7.23% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.1500 | 2.5900 |
|---|---|---|
| 1M High / 1M Low: | 4.1600 | 2.5900 |
| 6M High / 6M Low: | 4.9800 | 2.5900 |
| High (YTD): | 2024-02-27 | 4.9800 |
| Low (YTD): | 2024-06-03 | 2.5900 |
| 52W High: | 2023-11-20 | 5.4900 |
| 52W Low: | 2024-06-03 | 2.5900 |
| Avg. price 1W: | 2.9260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.2690 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.7097 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 4.0468 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 112.89% | |
| Volatility 6M: | 100.97% | |
| Volatility 1Y: | 83.44% | |
| Volatility 3Y: | - |
