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HSBC Call 12 ENR 19.06.2024/  DE000HG5JB42  /

EUWAX
6/10/2024  8:22:44 AM Chg.-0.06 Bid10:43:02 AM Ask10:43:02 AM Underlying Strike price Expiration date Option type
1.04EUR -5.45% 1.12
Bid Size: 100,000		 1.14
Ask Size: 100,000		 SIEMENS ENERGY AG NA... 12.00 - 6/19/2024 Call
 

Master data

WKN: HG5JB4
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS ENERGY AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 12.00 -
Maturity: 6/19/2024
Issue date: 9/22/2022
Last trading day: 6/18/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.06
Leverage: Yes

Calculated values

Fair value: 1.10
Intrinsic value: 1.10
Implied volatility: 2.64
Historic volatility: 0.69
Parity: 1.10
Time value: 0.02
Break-even: 23.20
Moneyness: 1.92
Premium: 0.01
Premium p.a.: 0.37
Spread abs.: 0.03
Spread %: 2.75%
Delta: 0.96
Theta: -0.04
Omega: 1.98
Rho: 0.00
 

Quote data

Open: 1.04
High: 1.04
Low: 1.04
Previous Close: 1.10
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.38%
1 Month
  -3.70%
3 Months  
+271.43%
YTD  
+642.86%
1 Year
  -14.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.31 1.10
1M High / 1M Low: 1.46 1.08
6M High / 6M Low: 1.46 0.08
High (YTD): 5/29/2024 1.46
Low (YTD): 1/3/2024 0.12
52W High: 5/29/2024 1.46
52W Low: 10/26/2023 0.05
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   1.26
Avg. volume 1M:   0.00
Avg. price 6M:   0.50
Avg. volume 6M:   161.29
Avg. price 1Y:   0.40
Avg. volume 1Y:   403.54
Volatility 1M:   97.86%
Volatility 6M:   159.50%
Volatility 1Y:   177.88%
Volatility 3Y:   -