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HSBC Call 70 HEI 19.06.2024/  DE000HG2U5N2  /

Frankfurt Zert./HSBC
2024-05-29  9:35:19 PM Chg.-0.110 Bid9:59:32 PM Ask9:59:32 PM Underlying Strike price Expiration date Option type
2.720EUR -3.89% 2.710
Bid Size: 25,000		 2.750
Ask Size: 25,000		 HEIDELBERG MATERIALS... 70.00 - 2024-06-19 Call
 

Master data

WKN: HG2U5N
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-06-19
Issue date: 2022-05-04
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.42
Leverage: Yes

Calculated values

Fair value: 2.88
Intrinsic value: 2.86
Implied volatility: 0.63
Historic volatility: 0.23
Parity: 2.86
Time value: 0.02
Break-even: 98.80
Moneyness: 1.41
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 1.41%
Delta: 0.99
Theta: -0.02
Omega: 3.39
Rho: 0.04
 

Quote data

Open: 2.800
High: 2.820
Low: 2.640
Previous Close: 2.830
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+3.42%
3 Months  
+33.33%
YTD  
+104.51%
1 Year  
+253.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.990 2.720
1M High / 1M Low: 3.260 2.460
6M High / 6M Low: 3.260 0.830
High (YTD): 2024-05-10 3.260
Low (YTD): 2024-01-03 1.160
52W High: 2024-05-10 3.260
52W Low: 2023-11-07 0.460
Avg. price 1W:   2.882
Avg. volume 1W:   0.000
Avg. price 1M:   2.868
Avg. volume 1M:   0.000
Avg. price 6M:   2.030
Avg. volume 6M:   0.000
Avg. price 1Y:   1.429
Avg. volume 1Y:   0.000
Volatility 1M:   74.12%
Volatility 6M:   91.55%
Volatility 1Y:   111.06%
Volatility 3Y:   -