HSBC WAR. CALL 12/27 DBK/ DE000HG7S7S6 /
2024-05-02 12:35:33 PM | Chg.0.0000 | Bid12:48:58 PM | Ask12:48:58 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4000EUR | 0.00% | 0.3800 Bid Size: 200,000 |
0.4000 Ask Size: 200,000 |
DEUTSCHE BANK AG NA ... | 14.00 - | 2027-12-15 | Call |
Master data
WKN: | HG7S7S |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | DEUTSCHE BANK AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 14.00 - |
Maturity: | 2027-12-15 |
Issue date: | 2023-01-18 |
Last trading day: | 2027-12-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.75 |
Leverage: | Yes |
Calculated values
Fair value: | 0.43 |
---|---|
Intrinsic value: | 0.10 |
Implied volatility: | 0.23 |
Historic volatility: | 0.26 |
Parity: | 0.10 |
Time value: | 0.30 |
Break-even: | 18.00 |
Moneyness: | 1.07 |
Premium: | 0.20 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.03 |
Spread %: | 8.11% |
Delta: | 0.76 |
Theta: | 0.00 |
Omega: | 2.85 |
Rho: | 0.27 |
Quote data
Open: | 0.4000 |
---|---|
High: | 0.4000 |
Low: | 0.4000 |
Previous Close: | 0.4000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -18.37% | ||
---|---|---|---|
1 Month | +11.11% | ||
3 Months | +73.91% | ||
YTD | +73.91% | ||
1 Year | +100.00% | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 0.5000 | 0.4000 |
---|---|---|
1M High / 1M Low: | 0.5000 | 0.3500 |
6M High / 6M Low: | 0.5000 | 0.1600 |
High (YTD): | 2024-04-26 | 0.5000 |
Low (YTD): | 2024-02-12 | 0.1730 |
52W High: | 2024-04-26 | 0.5000 |
52W Low: | 2023-10-24 | 0.1300 |
Avg. price 1W: | 0.4500 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3824 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2411 | |
Avg. volume 6M: | 96.7742 | |
Avg. price 1Y: | 0.2021 | |
Avg. volume 1Y: | 66.4063 | |
Volatility 1M: | 111.76% | |
Volatility 6M: | 71.55% | |
Volatility 1Y: | 66.58% | |
Volatility 3Y: | - |