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HSBC Call 45 PAH3 19.06.2024/  DE000HS2JG52  /

Frankfurt Zert./HSBC
2024-05-15  9:00:26 PM Chg.-0.060 Bid2024-05-15 Ask2024-05-15 Underlying Strike price Expiration date Option type
0.530EUR -10.17% 0.530
Bid Size: 20,000		 0.590
Ask Size: 20,000		 PORSCHE AUTOM.HLDG V... 45.00 EUR 2024-06-19 Call
 

Master data

WKN: HS2JG5
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 2024-06-19
Issue date: 2023-10-19
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.78
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.55
Implied volatility: 0.47
Historic volatility: 0.21
Parity: 0.55
Time value: 0.10
Break-even: 51.50
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.22
Spread abs.: 0.06
Spread %: 10.17%
Delta: 0.82
Theta: -0.03
Omega: 6.34
Rho: 0.03
 

Quote data

Open: 0.570
High: 0.600
Low: 0.510
Previous Close: 0.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.77%
1 Month
  -13.11%
3 Months  
+32.50%
YTD  
+26.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.460
1M High / 1M Low: 0.610 0.380
6M High / 6M Low: 0.730 0.220
High (YTD): 2024-04-10 0.730
Low (YTD): 2024-01-22 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.502
Avg. volume 1W:   0.000
Avg. price 1M:   0.497
Avg. volume 1M:   0.000
Avg. price 6M:   0.457
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   155.48%
Volatility 6M:   174.55%
Volatility 1Y:   -
Volatility 3Y:   -