HSBC Call 100 MOR 18.12.2024/  DE000HS67ZG5  /

EUWAX
2024-05-21  8:29:56 AM Chg.- Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
0.690EUR - -
Bid Size: -
-
Ask Size: -
MORPHOSYS AG O.N. 100.00 - 2024-12-18 Call
 

Master data

WKN: HS67ZG
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: MORPHOSYS AG O.N.
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2024-12-18
Issue date: 2024-04-25
Last trading day: 2024-05-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.01
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.79
Parity: -3.20
Time value: 0.68
Break-even: 106.80
Moneyness: 0.68
Premium: 0.57
Premium p.a.: 1.27
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.35
Theta: -0.04
Omega: 3.52
Rho: 0.09
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.690
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+1.47%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.750 0.620
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.673
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   67.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -