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HSBC Call 100 SQU 18.12.2024/  DE000HG765W8  /

EUWAX
11/06/2024  08:23:08 Chg.-0.30 Bid17:36:49 Ask17:36:49 Underlying Strike price Expiration date Option type
1.06EUR -22.06% 0.75
Bid Size: 10,000		 0.76
Ask Size: 10,000		 VINCI S.A. INH. EO... 100.00 - 18/12/2024 Call
 

Master data

WKN: HG765W
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 18/12/2024
Issue date: 15/12/2022
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.98
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.48
Implied volatility: 0.23
Historic volatility: 0.16
Parity: 0.48
Time value: 0.57
Break-even: 110.50
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 3.96%
Delta: 0.69
Theta: -0.02
Omega: 6.85
Rho: 0.32
 

Quote data

Open: 1.06
High: 1.06
Low: 1.06
Previous Close: 1.36
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.77%
1 Month
  -43.62%
3 Months
  -46.46%
YTD
  -41.76%
1 Year
  -36.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.76 1.36
1M High / 1M Low: 2.02 1.36
6M High / 6M Low: 2.16 1.36
High (YTD): 06/02/2024 2.16
Low (YTD): 10/06/2024 1.36
52W High: 06/02/2024 2.16
52W Low: 25/10/2023 1.00
Avg. price 1W:   1.64
Avg. volume 1W:   0.00
Avg. price 1M:   1.79
Avg. volume 1M:   0.00
Avg. price 6M:   1.85
Avg. volume 6M:   0.00
Avg. price 1Y:   1.63
Avg. volume 1Y:   0.00
Volatility 1M:   95.26%
Volatility 6M:   81.35%
Volatility 1Y:   82.32%
Volatility 3Y:   -