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HSBC Call 15 PHI1 19.06.2024/  DE000HG764Z4  /

Frankfurt Zert./HSBC
2024-06-10  9:35:39 PM Chg.+0.010 Bid9:59:46 PM Ask9:59:46 PM Underlying Strike price Expiration date Option type
0.940EUR +1.08% 0.930
Bid Size: 10,000		 0.970
Ask Size: 10,000		 KONINKL. PHILIPS EO ... 15.00 - 2024-06-19 Call
 

Master data

WKN: HG764Z
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-06-19
Issue date: 2022-12-15
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.51
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.94
Implied volatility: 2.35
Historic volatility: 0.37
Parity: 0.94
Time value: 0.03
Break-even: 24.70
Moneyness: 1.63
Premium: 0.01
Premium p.a.: 0.70
Spread abs.: 0.04
Spread %: 4.30%
Delta: 0.93
Theta: -0.07
Omega: 2.35
Rho: 0.00
 

Quote data

Open: 0.920
High: 0.940
Low: 0.900
Previous Close: 0.930
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.08%
1 Month
  -6.00%
3 Months  
+104.35%
YTD  
+46.88%
1 Year  
+108.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.910
1M High / 1M Low: 1.060 0.910
6M High / 6M Low: 1.060 0.330
High (YTD): 2024-05-17 1.060
Low (YTD): 2024-03-25 0.330
52W High: 2024-05-17 1.060
52W Low: 2023-10-25 0.310
Avg. price 1W:   0.928
Avg. volume 1W:   0.000
Avg. price 1M:   0.985
Avg. volume 1M:   0.000
Avg. price 6M:   0.597
Avg. volume 6M:   0.000
Avg. price 1Y:   0.540
Avg. volume 1Y:   0.000
Volatility 1M:   46.82%
Volatility 6M:   180.67%
Volatility 1Y:   141.48%
Volatility 3Y:   -