HSBC WAR. CALL 06/24 HEI/ DE000HG2U5N2 /
| 2024-05-29 3:36:22 PM | Chg.-0.1600 | Bid5:11:28 PM | Ask5:11:28 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.7100EUR | -5.57% | 2.7300 Bid Size: 25,000 |
2.7600 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: | 2.8400 |
|---|---|
| High: | 2.8400 |
| Low: | 2.6700 |
| Previous Close: | 2.8700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.81% | ||
|---|---|---|---|
| 1 Month | +2.65% | ||
| 3 Months | +32.20% | ||
| YTD | +99.26% | ||
| 1 Year | +238.75% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.0100 | 2.7600 |
|---|---|---|
| 1M High / 1M Low: | 3.2900 | 2.5000 |
| 6M High / 6M Low: | 3.2900 | 0.8300 |
| High (YTD): | 2024-05-10 | 3.2900 |
| Low (YTD): | 2024-01-03 | 1.1700 |
| 52W High: | 2024-05-10 | 3.2900 |
| 52W Low: | 2023-11-06 | 0.4700 |
| Avg. price 1W: | 2.9120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.8876 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.0497 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.4504 | |
| Avg. volume 1Y: | 9.1094 | |
| Volatility 1M: | 72.44% | |
| Volatility 6M: | 89.21% | |
| Volatility 1Y: | 106.37% | |
| Volatility 3Y: | - |
