HSBC WAR. CALL 12/25 MSF/ DE000HG60C18 /
2024-03-28 9:35:41 PM | Chg.-0.080 | Bid9:59:40 PM | Ask9:59:40 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
10.040EUR | -0.79% | 10.000 Bid Size: 50,000 |
10.050 Ask Size: 50,000 |
MICROSOFT DL-,000... | 360.00 - | 2025-12-17 | Call |
Master data
WKN: | HG60C1 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | MICROSOFT DL-,00000625 |
Type: | Warrant |
Option type: | Call |
Strike price: | 360.00 - |
Maturity: | 2025-12-17 |
Issue date: | 2022-11-18 |
Last trading day: | 2025-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 3.88 |
Leverage: | Yes |
Calculated values
Fair value: | 7.01 |
---|---|
Intrinsic value: | 2.99 |
Implied volatility: | 0.38 |
Historic volatility: | 0.20 |
Parity: | 2.99 |
Time value: | 7.06 |
Break-even: | 460.50 |
Moneyness: | 1.08 |
Premium: | 0.18 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.05 |
Spread %: | 0.50% |
Delta: | 0.71 |
Theta: | -0.07 |
Omega: | 2.74 |
Rho: | 3.01 |
Quote data
Open: | 10.070 |
---|---|
High: | 10.140 |
Low: | 10.000 |
Previous Close: | 10.120 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -6.17% | ||
---|---|---|---|
1 Month | +6.81% | ||
3 Months | +44.05% | ||
YTD | +44.05% | ||
1 Year | +219.75% | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 10.700 | 10.040 |
---|---|---|
1M High / 1M Low: | 10.720 | 8.690 |
6M High / 6M Low: | 10.720 | 4.390 |
High (YTD): | 2024-03-21 | 10.720 |
Low (YTD): | 2024-01-05 | 6.500 |
52W High: | 2024-03-21 | 10.720 |
52W Low: | 2023-04-25 | 2.740 |
Avg. price 1W: | 10.260 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 9.776 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 7.636 | |
Avg. volume 6M: | 39.055 | |
Avg. price 1Y: | 6.319 | |
Avg. volume 1Y: | 20.406 | |
Volatility 1M: | 72.21% | |
Volatility 6M: | 64.76% | |
Volatility 1Y: | 75.50% | |
Volatility 3Y: | - |