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HSBC Call 12 ENR 19.06.2024/  DE000HG5JB42  /

EUWAX
2024-05-06  8:22:12 AM Chg.-0.010 Bid3:35:15 PM Ask3:35:15 PM Underlying Strike price Expiration date Option type
0.770EUR -1.28% 0.810
Bid Size: 100,000		 0.830
Ask Size: 100,000		 SIEMENS ENERGY AG NA... 12.00 - 2024-06-19 Call
 

Master data

WKN: HG5JB4
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS ENERGY AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 12.00 -
Maturity: 2024-06-19
Issue date: 2022-09-22
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.41
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.78
Implied volatility: 1.22
Historic volatility: 0.67
Parity: 0.78
Time value: 0.04
Break-even: 20.20
Moneyness: 1.65
Premium: 0.02
Premium p.a.: 0.19
Spread abs.: 0.05
Spread %: 6.49%
Delta: 0.92
Theta: -0.02
Omega: 2.22
Rho: 0.01
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.780
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.24%
1 Month  
+28.33%
3 Months  
+175.00%
YTD  
+434.72%
1 Year
  -26.67%
3 Years     -
5 Years     -
1W High / 1W Low: 0.780 0.680
1M High / 1M Low: 0.780 0.520
6M High / 6M Low: 0.780 0.075
High (YTD): 2024-05-03 0.780
Low (YTD): 2024-01-03 0.123
52W High: 2023-05-30 1.280
52W Low: 2023-10-26 0.055
Avg. price 1W:   0.722
Avg. volume 1W:   0.000
Avg. price 1M:   0.603
Avg. volume 1M:   0.000
Avg. price 6M:   0.279
Avg. volume 6M:   161.290
Avg. price 1Y:   0.404
Avg. volume 1Y:   403.543
Volatility 1M:   98.11%
Volatility 6M:   183.00%
Volatility 1Y:   175.53%
Volatility 3Y:   -