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HSBC Call 70 HEI 19.06.2024/  DE000HG2U5N2  /

Frankfurt Zert./HSBC
2024-05-17  9:35:41 PM Chg.-0.170 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
2.830EUR -5.67% 2.830
Bid Size: 10,000		 2.870
Ask Size: 10,000		 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: 3.41
Leverage: Yes

Calculated values

Fair value: 2.82
Intrinsic value: 2.80
Implied volatility: 0.74
Historic volatility: 0.23
Parity: 2.80
Time value: 0.07
Break-even: 98.70
Moneyness: 1.40
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 1.41%
Delta: 0.95
Theta: -0.04
Omega: 3.25
Rho: 0.06
 

Quote data

Open: 2.720
High: 2.860
Low: 2.720
Previous Close: 3.000
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.19%
1 Month  
+23.04%
3 Months  
+62.64%
YTD  
+112.78%
1 Year  
+221.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.240 2.830
1M High / 1M Low: 3.260 2.300
6M High / 6M Low: 3.260 0.640
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:   3.088
Avg. volume 1W:   0.000
Avg. price 1M:   2.717
Avg. volume 1M:   0.000
Avg. price 6M:   1.908
Avg. volume 6M:   0.000
Avg. price 1Y:   1.376
Avg. volume 1Y:   0.000
Volatility 1M:   75.93%
Volatility 6M:   92.63%
Volatility 1Y:   111.54%
Volatility 3Y:   -