HSBC WAR. CALL 06/24 BNR/ DE000HG2TUV4 /
2024-05-02 1:35:59 PM | Chg.-0.0500 | Bid1:53:56 PM | Ask1:53:56 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5300EUR | -8.62% | 0.5300 Bid Size: 25,000 |
0.5600 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: | 0.5300 |
Previous Close: | 0.5800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -13.11% | ||
---|---|---|---|
1 Month | -38.37% | ||
3 Months | -59.85% | ||
YTD | -64.67% | ||
1 Year | -52.25% | ||
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: | - |