HSBC WAR. CALL 06/24 RNL/ DE000HG3MAM8 /
2024-05-17 9:35:21 PM | Chg.+0.0300 | Bid9:59:37 PM | Ask9:59:37 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0000EUR | +3.09% | 1.0000 Bid Size: 10,000 |
1.0600 Ask Size: 10,000 |
RENAULT INH. EO... | 40.00 - | 2024-06-19 | Call |
Master data
WKN: | HG3MAM |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | RENAULT INH. EO 3,81 |
Type: | Warrant |
Option type: | Call |
Strike price: | 40.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2022-06-02 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.74 |
Leverage: | Yes |
Calculated values
Fair value: | 1.03 |
---|---|
Intrinsic value: | 1.02 |
Implied volatility: | 0.55 |
Historic volatility: | 0.29 |
Parity: | 1.02 |
Time value: | 0.04 |
Break-even: | 50.60 |
Moneyness: | 1.26 |
Premium: | 0.01 |
Premium p.a.: | 0.09 |
Spread abs.: | 0.06 |
Spread %: | 6.00% |
Delta: | 0.93 |
Theta: | -0.02 |
Omega: | 4.41 |
Rho: | 0.03 |
Quote data
Open: | 0.9700 |
---|---|
High: | 1.0000 |
Low: | 0.9700 |
Previous Close: | 0.9700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +19.05% | ||
---|---|---|---|
1 Month | +12.36% | ||
3 Months | +354.55% | ||
YTD | +354.55% | ||
1 Year | +222.58% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0000 | 0.9200 |
---|---|---|
1M High / 1M Low: | 1.0000 | 0.7000 |
6M High / 6M Low: | 1.1300 | 0.0820 |
High (YTD): | 2024-04-09 | 1.1300 |
Low (YTD): | 2024-01-17 | 0.0820 |
52W High: | 2024-04-09 | 1.1300 |
52W Low: | 2024-01-17 | 0.0820 |
Avg. price 1W: | 0.9680 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8624 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4153 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.3824 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 153.80% | |
Volatility 6M: | 202.94% | |
Volatility 1Y: | 180.53% | |
Volatility 3Y: | - |