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HSBC Call 120 SQU 18.12.2024/  DE000HG765Y4  /

EUWAX
9/26/2024  8:23:17 AM Chg.+0.021 Bid8:37:16 PM Ask8:37:16 PM Underlying Strike price Expiration date Option type
0.108EUR +24.14% 0.096
Bid Size: 50,000		 0.106
Ask Size: 50,000		 VINCI S.A. INH. EO... 120.00 - 12/18/2024 Call
 

Master data

WKN: HG765Y
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 12/18/2024
Issue date: 12/15/2022
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 115.85
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.17
Parity: -1.11
Time value: 0.09
Break-even: 120.94
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 11.90%
Delta: 0.18
Theta: -0.02
Omega: 20.76
Rho: 0.04
 

Quote data

Open: 0.108
High: 0.108
Low: 0.108
Previous Close: 0.087
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.48%
1 Month
  -0.92%
3 Months
  -17.56%
YTD
  -83.64%
1 Year
  -75.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.151 0.087
1M High / 1M Low: 0.189 0.082
6M High / 6M Low: 0.730 0.077
High (YTD): 2/6/2024 0.820
Low (YTD): 8/5/2024 0.077
52W High: 2/6/2024 0.820
52W Low: 8/5/2024 0.077
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.121
Avg. volume 1M:   0.000
Avg. price 6M:   0.269
Avg. volume 6M:   0.000
Avg. price 1Y:   0.436
Avg. volume 1Y:   0.000
Volatility 1M:   361.34%
Volatility 6M:   293.35%
Volatility 1Y:   223.94%
Volatility 3Y:   -