HSBC WAR. CALL 12/24 FRE/ DE000HG5QDA3 /
| 2024-06-04 5:36:56 PM | Chg.0.0000 | Bid5:53:43 PM | Ask5:53:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8100EUR | 0.00% | 0.7900 Bid Size: 20,000 |
0.8300 Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... | 22.00 - | 2024-12-18 | Call |
Master data
| WKN: | HG5QDA |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | FRESENIUS SE+CO.KGAA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 22.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2022-09-29 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.77 |
|---|---|
| Intrinsic value: | 0.72 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.24 |
| Parity: | 0.72 |
| Time value: | 0.09 |
| Break-even: | 30.10 |
| Moneyness: | 1.33 |
| Premium: | 0.03 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.04 |
| Spread %: | 5.19% |
| Delta: | 0.89 |
| Theta: | -0.01 |
| Omega: | 3.20 |
| Rho: | 0.10 |
Quote data
| Open: | 0.8100 |
|---|---|
| High: | 0.8100 |
| Low: | 0.8100 |
| Previous Close: | 0.8100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.25% | ||
|---|---|---|---|
| 1 Month | +10.96% | ||
| 3 Months | +72.34% | ||
| YTD | +1.25% | ||
| 1 Year | +20.90% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8100 | 0.7900 |
|---|---|---|
| 1M High / 1M Low: | 0.8100 | 0.6600 |
| 6M High / 6M Low: | 0.8900 | 0.4400 |
| High (YTD): | 2024-01-05 | 0.8600 |
| Low (YTD): | 2024-04-03 | 0.4400 |
| 52W High: | 2023-09-20 | 1.0400 |
| 52W Low: | 2024-04-03 | 0.4400 |
| Avg. price 1W: | 0.7980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7533 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6480 | |
| Avg. volume 6M: | 192 | |
| Avg. price 1Y: | 0.6918 | |
| Avg. volume 1Y: | 94.1176 | |
| Volatility 1M: | 72.80% | |
| Volatility 6M: | 72.70% | |
| Volatility 1Y: | 77.24% | |
| Volatility 3Y: | - |
