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HSBC Call 12 DBK 15.12.2027/  DE000HG8C2U0  /

EUWAX
2024-06-06  8:17:37 AM Chg.0.000 Bid8:04:48 PM Ask8:04:48 PM Underlying Strike price Expiration date Option type
0.480EUR 0.00% 0.490
Bid Size: 50,000		 0.520
Ask Size: 50,000		 DEUTSCHE BANK AG NA ... 12.00 - 2027-12-15 Call
 

Master data

WKN: HG8C2U
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 12.00 -
Maturity: 2027-12-15
Issue date: 2023-02-15
Last trading day: 2027-12-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.94
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.30
Implied volatility: 0.23
Historic volatility: 0.26
Parity: 0.30
Time value: 0.21
Break-even: 17.10
Moneyness: 1.25
Premium: 0.14
Premium p.a.: 0.04
Spread abs.: 0.03
Spread %: 6.25%
Delta: 0.85
Theta: 0.00
Omega: 2.50
Rho: 0.27
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.00%
1 Month     0.00%
3 Months  
+71.43%
YTD  
+71.43%
1 Year  
+100.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.480
1M High / 1M Low: 0.540 0.480
6M High / 6M Low: 0.600 0.220
High (YTD): 2024-04-26 0.600
Low (YTD): 2024-02-12 0.220
52W High: 2024-04-26 0.600
52W Low: 2023-10-24 0.150
Avg. price 1W:   0.502
Avg. volume 1W:   0.000
Avg. price 1M:   0.521
Avg. volume 1M:   0.000
Avg. price 6M:   0.360
Avg. volume 6M:   404
Avg. price 1Y:   0.278
Avg. volume 1Y:   548.828
Volatility 1M:   55.02%
Volatility 6M:   76.97%
Volatility 1Y:   82.28%
Volatility 3Y:   -