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HSBC Call 80 HEI 19.06.2024/  DE000HG8YZJ5  /

Frankfurt Zert./HSBC
2024-05-17  9:35:39 PM Chg.-0.160 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
1.840EUR -8.00% 1.840
Bid Size: 10,000		 1.880
Ask Size: 10,000		 HEIDELBERG MATERIALS... 80.00 - 2024-06-19 Call
 

Master data

WKN: HG8YZJ
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-06-19
Issue date: 2023-03-30
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.21
Leverage: Yes

Calculated values

Fair value: 1.83
Intrinsic value: 1.80
Implied volatility: 0.51
Historic volatility: 0.23
Parity: 1.80
Time value: 0.08
Break-even: 98.80
Moneyness: 1.23
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 2.17%
Delta: 0.92
Theta: -0.04
Omega: 4.82
Rho: 0.06
 

Quote data

Open: 1.730
High: 1.870
Low: 1.730
Previous Close: 2.000
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.94%
1 Month  
+38.35%
3 Months  
+106.74%
YTD  
+196.77%
1 Year  
+300.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.240 1.840
1M High / 1M Low: 2.270 1.330
6M High / 6M Low: 2.270 0.230
High (YTD): 2024-05-10 2.270
Low (YTD): 2024-01-03 0.490
52W High: 2024-05-10 2.270
52W Low: 2023-11-07 0.160
Avg. price 1W:   2.092
Avg. volume 1W:   0.000
Avg. price 1M:   1.729
Avg. volume 1M:   0.000
Avg. price 6M:   1.081
Avg. volume 6M:   0.000
Avg. price 1Y:   0.735
Avg. volume 1Y:   0.000
Volatility 1M:   116.96%
Volatility 6M:   146.83%
Volatility 1Y:   160.08%
Volatility 3Y:   -