HSBC WAR. CALL 01/25 PRG/ DE000HG4B5E2 /
2024-03-28 9:36:52 PM | Chg.+0.0300 | Bid9:58:30 PM | Ask9:58:30 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.5800EUR | +1.18% | 2.5300 Bid Size: 50,000 |
2.5800 Ask Size: 50,000 |
PROCTER GAMBLE | 140.00 - | 2025-01-15 | Call |
Master data
WKN: | HG4B5E |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | PROCTER GAMBLE |
Type: | Warrant |
Option type: | Call |
Strike price: | 140.00 - |
Maturity: | 2025-01-15 |
Issue date: | 2022-06-23 |
Last trading day: | 2025-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 5.78 |
Leverage: | Yes |
Calculated values
Fair value: | 1.63 |
---|---|
Intrinsic value: | 1.04 |
Implied volatility: | 0.35 |
Historic volatility: | 0.13 |
Parity: | 1.04 |
Time value: | 1.56 |
Break-even: | 166.00 |
Moneyness: | 1.07 |
Premium: | 0.10 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.05 |
Spread %: | 1.96% |
Delta: | 0.69 |
Theta: | -0.04 |
Omega: | 3.97 |
Rho: | 0.62 |
Quote data
Open: | 2.5500 |
---|---|
High: | 2.5800 |
Low: | 2.5500 |
Previous Close: | 2.5500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +0.78% | ||
---|---|---|---|
1 Month | +7.05% | ||
3 Months | +75.51% | ||
YTD | +75.51% | ||
1 Year | +30.30% | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 2.5600 | 2.4000 |
---|---|---|
1M High / 1M Low: | 2.5700 | 2.3300 |
6M High / 6M Low: | 2.5700 | 1.3600 |
High (YTD): | 2024-03-13 | 2.5700 |
Low (YTD): | 2024-01-05 | 1.5700 |
52W High: | 2023-04-25 | 2.6700 |
52W Low: | 2023-12-15 | 1.3600 |
Avg. price 1W: | 2.5000 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.4714 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.0220 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 2.1437 | |
Avg. volume 1Y: | .8164 | |
Volatility 1M: | 34.26% | |
Volatility 6M: | 83.09% | |
Volatility 1Y: | 72.80% | |
Volatility 3Y: | - |