HSBC WAR. CALL 06/24 HEI/ DE000HG2U5N2 /
2024-05-17 9:37:19 PM | Chg.-0.2100 | Bid9:58:53 PM | Ask9:58:53 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.8300EUR | -6.91% | 2.8300 Bid Size: 10,000 |
2.8700 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: | 2.7700 |
---|---|
High: | 2.8700 |
Low: | 2.7500 |
Previous Close: | 3.0400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -13.98% | ||
---|---|---|---|
1 Month | +21.46% | ||
3 Months | +62.64% | ||
YTD | +108.09% | ||
1 Year | +207.61% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.2600 | 2.8300 |
---|---|---|
1M High / 1M Low: | 3.2900 | 2.3000 |
6M High / 6M Low: | 3.2900 | 0.6800 |
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: | 3.1000 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.7325 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.9277 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.3963 | |
Avg. volume 1Y: | 9.1451 | |
Volatility 1M: | 77.68% | |
Volatility 6M: | 89.22% | |
Volatility 1Y: | 107.00% | |
Volatility 3Y: | - |