OverviewChartNewsTraderScreen

HSBC Call 15 PHI1 19.06.2024/  DE000HG764Z4  /

Frankfurt Zert./HSBC
2024-05-31  9:35:15 PM Chg.-0.030 Bid9:53:12 PM Ask9:53:12 PM Underlying Strike price Expiration date Option type
0.990EUR -2.94% 1.000
Bid Size: 10,000		 1.030
Ask Size: 10,000		 KONINKL. PHILIPS EO ... 15.00 - 2024-06-19 Call
 

Master data

WKN: HG764Z
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-06-19
Issue date: 2022-12-15
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.42
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.99
Implied volatility: 1.83
Historic volatility: 0.37
Parity: 0.99
Time value: 0.04
Break-even: 25.30
Moneyness: 1.66
Premium: 0.02
Premium p.a.: 0.40
Spread abs.: 0.03
Spread %: 3.00%
Delta: 0.93
Theta: -0.04
Omega: 2.24
Rho: 0.01
 

Quote data

Open: 1.020
High: 1.020
Low: 0.980
Previous Close: 1.020
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+1.02%
3 Months  
+160.53%
YTD  
+54.69%
1 Year  
+125.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.990
1M High / 1M Low: 1.060 0.920
6M High / 6M Low: 1.060 0.330
High (YTD): 2024-05-17 1.060
Low (YTD): 2024-03-25 0.330
52W High: 2024-05-17 1.060
52W Low: 2023-10-25 0.310
Avg. price 1W:   1.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.996
Avg. volume 1M:   0.000
Avg. price 6M:   0.573
Avg. volume 6M:   0.000
Avg. price 1Y:   0.529
Avg. volume 1Y:   0.000
Volatility 1M:   50.58%
Volatility 6M:   182.01%
Volatility 1Y:   141.77%
Volatility 3Y:   -