OverviewChartNewsTraderScreen

HSBC Call 45 GM 20.12.2024/  DE000HS2R0G7  /

Frankfurt Zert./HSBC
2024-06-03  11:20:40 AM Chg.+0.040 Bid11:34:21 AM Ask11:34:21 AM Underlying Strike price Expiration date Option type
3.870EUR +1.04% 3.860
Bid Size: 20,000		 4.160
Ask Size: 20,000		 General Motors Compa... 45.00 USD 2024-12-20 Call
 

Master data

WKN: HS2R0G
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: General Motors Company
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 2024-12-20
Issue date: 2023-10-31
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 10.26
Leverage: Yes

Calculated values

Fair value: 3.58
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.26
Parity: -0.01
Time value: 4.04
Break-even: 45.50
Moneyness: 1.00
Premium: 0.10
Premium p.a.: 0.19
Spread abs.: 0.15
Spread %: 3.86%
Delta: 0.58
Theta: -0.01
Omega: 5.95
Rho: 0.11
 

Quote data

Open: 3.800
High: 4.020
Low: 3.760
Previous Close: 3.830
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.52%
1 Month
  -5.61%
3 Months  
+25.24%
YTD  
+128.99%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.830 2.680
1M High / 1M Low: 4.560 2.680
6M High / 6M Low: 5.130 1.130
High (YTD): 2024-04-26 5.130
Low (YTD): 2024-01-24 1.150
52W High: - -
52W Low: - -
Avg. price 1W:   3.164
Avg. volume 1W:   0.000
Avg. price 1M:   3.864
Avg. volume 1M:   0.000
Avg. price 6M:   2.854
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.21%
Volatility 6M:   159.49%
Volatility 1Y:   -
Volatility 3Y:   -