HSBC WAR. CALL 12/24 FRE/ DE000HG4PZP9 /
| 2024-05-15 7:36:37 PM | Chg.0.0000 | Bid8:20:43 PM | Ask8:20:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6000EUR | 0.00% | 0.5800 Bid Size: 20,000 |
0.6100 Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... | 24.00 - | 2024-12-18 | Call |
Master data
| WKN: | HG4PZP |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | FRESENIUS SE+CO.KGAA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 24.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2022-08-01 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.55 |
|---|---|
| Intrinsic value: | 0.47 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.24 |
| Parity: | 0.47 |
| Time value: | 0.16 |
| Break-even: | 30.20 |
| Moneyness: | 1.19 |
| Premium: | 0.05 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.03 |
| Spread %: | 5.08% |
| Delta: | 0.80 |
| Theta: | -0.01 |
| Omega: | 3.71 |
| Rho: | 0.10 |
Quote data
| Open: | 0.6000 |
|---|---|
| High: | 0.6000 |
| Low: | 0.6000 |
| Previous Close: | 0.6000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.45% | ||
|---|---|---|---|
| 1 Month | +62.16% | ||
| 3 Months | +30.43% | ||
| YTD | -7.69% | ||
| 1 Year | -1.64% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6000 | 0.5700 |
|---|---|---|
| 1M High / 1M Low: | 0.6000 | 0.3700 |
| 6M High / 6M Low: | 0.7400 | 0.3000 |
| High (YTD): | 2024-01-05 | 0.7000 |
| Low (YTD): | 2024-04-03 | 0.3000 |
| 52W High: | 2023-09-20 | 0.8800 |
| 52W Low: | 2024-04-03 | 0.3000 |
| Avg. price 1W: | 0.5900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5276 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5045 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.5509 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 94.35% | |
| Volatility 6M: | 83.02% | |
| Volatility 1Y: | 88.59% | |
| Volatility 3Y: | - |
