HSBC WAR. CALL 06/24 BNR/ DE000HG2TUV4 /
| 2024-05-02 9:36:38 AM | Chg.-0.0300 | Bid10:14:39 AM | Ask10:14:39 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5500EUR | -5.17% | 0.5100 Bid Size: 25,000 |
0.5400 Ask Size: 25,000 |
BRENNTAG SE NA O.N. | 70.00 - | 2024-06-19 | Call |
Master data
| WKN: | HG2TUV |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA 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: | 13.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.55 |
|---|---|
| Intrinsic value: | 0.49 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.17 |
| Parity: | 0.49 |
| Time value: | 0.08 |
| Break-even: | 75.70 |
| Moneyness: | 1.07 |
| Premium: | 0.01 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.05 |
| Spread %: | 9.62% |
| Delta: | 0.84 |
| Theta: | -0.02 |
| Omega: | 11.05 |
| Rho: | 0.08 |
Quote data
| Open: | 0.5700 |
|---|---|
| High: | 0.5700 |
| Low: | 0.5500 |
| Previous Close: | 0.5800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.84% | ||
|---|---|---|---|
| 1 Month | -36.05% | ||
| 3 Months | -58.33% | ||
| YTD | -63.33% | ||
| 1 Year | -50.45% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.6100 | 0.5700 |
|---|---|---|
| 1M High / 1M Low: | 0.8600 | 0.5700 |
| 6M High / 6M Low: | 1.7100 | 0.5700 |
| High (YTD): | 2024-03-01 | 1.7100 |
| Low (YTD): | 2024-04-26 | 0.5700 |
| 52W High: | 2024-03-01 | 1.7100 |
| 52W Low: | 2023-10-25 | 0.5600 |
| Avg. price 1W: | 0.5900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6895 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1106 | |
| Avg. volume 6M: | .7258 | |
| Avg. price 1Y: | 1.0203 | |
| Avg. volume 1Y: | .3516 | |
| Volatility 1M: | 102.99% | |
| Volatility 6M: | 101.23% | |
| Volatility 1Y: | 96.33% | |
| Volatility 3Y: | - |
