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HSBC Call 12.5 CCL 20.06.2024/  DE000HG4AUP2  /

Frankfurt Zert./HSBC
12/06/2024  21:35:41 Chg.+0.350 Bid21:59:38 Ask21:59:38 Underlying Strike price Expiration date Option type
3.830EUR +10.06% 3.830
Bid Size: 15,000		 4.080
Ask Size: 15,000		 Carnival Corp 12.50 - 20/06/2024 Call
 

Master data

WKN: HG4AUP
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Carnival Corp
Type: Warrant
Option type: Call
Strike price: 12.50 -
Maturity: 20/06/2024
Issue date: 23/06/2022
Last trading day: 18/06/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.07
Leverage: Yes

Calculated values

Fair value: 2.73
Intrinsic value: 2.72
Implied volatility: 2.59
Historic volatility: 0.40
Parity: 2.72
Time value: 1.02
Break-even: 16.24
Moneyness: 1.22
Premium: 0.07
Premium p.a.: 18.44
Spread abs.: 0.25
Spread %: 7.16%
Delta: 0.76
Theta: -0.11
Omega: 3.09
Rho: 0.00
 

Quote data

Open: 3.390
High: 4.020
Low: 3.300
Previous Close: 3.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.43%
1 Month  
+103.72%
3 Months  
+4.36%
YTD
  -34.86%
1 Year
  -11.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.050 3.480
1M High / 1M Low: 4.050 1.930
6M High / 6M Low: 6.520 1.730
High (YTD): 10/01/2024 5.260
Low (YTD): 07/05/2024 1.730
52W High: 05/07/2023 7.710
52W Low: 01/11/2023 1.460
Avg. price 1W:   3.750
Avg. volume 1W:   0.000
Avg. price 1M:   2.850
Avg. volume 1M:   0.000
Avg. price 6M:   3.582
Avg. volume 6M:   0.000
Avg. price 1Y:   3.936
Avg. volume 1Y:   0.000
Volatility 1M:   256.83%
Volatility 6M:   161.43%
Volatility 1Y:   148.99%
Volatility 3Y:   -