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HSBC Call 15 PHI1 19.06.2024/  DE000HG764Z4  /

Frankfurt Zert./HSBC
2024-05-20  9:35:43 PM Chg.-0.040 Bid9:59:02 PM Ask9:59:02 PM Underlying Strike price Expiration date Option type
1.020EUR -3.77% 1.010
Bid Size: 10,000		 1.050
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: 2.33
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 1.09
Implied volatility: 1.24
Historic volatility: 0.38
Parity: 1.09
Time value: 0.02
Break-even: 26.10
Moneyness: 1.72
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 3.74%
Delta: 0.96
Theta: -0.02
Omega: 2.23
Rho: 0.01
 

Quote data

Open: 1.060
High: 1.090
Low: 1.020
Previous Close: 1.060
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.00%
1 Month  
+175.68%
3 Months  
+175.68%
YTD  
+59.38%
1 Year  
+104.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.060 0.990
1M High / 1M Low: 1.060 0.420
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:   1.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.844
Avg. volume 1M:   0.000
Avg. price 6M:   0.529
Avg. volume 6M:   0.000
Avg. price 1Y:   0.507
Avg. volume 1Y:   0.000
Volatility 1M:   419.29%
Volatility 6M:   182.43%
Volatility 1Y:   142.35%
Volatility 3Y:   -