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HSBC Call 158 ALV 19.06.2024/  DE000HG4PSA6  /

Frankfurt Zert./HSBC
6/10/2024  9:35:48 PM Chg.-0.230 Bid6/10/2024 Ask6/10/2024 Underlying Strike price Expiration date Option type
10.140EUR -2.22% 10.140
Bid Size: 10,000		 10.190
Ask Size: 10,000		 ALLIANZ SE NA O.N. 158.00 - 6/19/2024 Call
 

Master data

WKN: HG4PSA
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 158.00 -
Maturity: 6/19/2024
Issue date: 8/1/2022
Last trading day: 6/18/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.52
Leverage: Yes

Calculated values

Fair value: 10.36
Intrinsic value: 10.35
Implied volatility: 1.39
Historic volatility: 0.15
Parity: 10.35
Time value: 0.03
Break-even: 261.80
Moneyness: 1.66
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 0.48%
Delta: 0.99
Theta: -0.08
Omega: 2.50
Rho: 0.04
 

Quote data

Open: 10.260
High: 10.300
Low: 10.080
Previous Close: 10.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.78%
1 Month
  -5.32%
3 Months
  -1.36%
YTD  
+17.63%
1 Year  
+74.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.600 10.140
1M High / 1M Low: 11.150 10.140
6M High / 6M Low: 12.000 8.390
High (YTD): 3/28/2024 12.000
Low (YTD): 1/11/2024 8.480
52W High: 3/28/2024 12.000
52W Low: 7/7/2023 5.350
Avg. price 1W:   10.402
Avg. volume 1W:   0.000
Avg. price 1M:   10.703
Avg. volume 1M:   0.000
Avg. price 6M:   9.933
Avg. volume 6M:   0.000
Avg. price 1Y:   8.344
Avg. volume 1Y:   0.000
Volatility 1M:   34.36%
Volatility 6M:   37.42%
Volatility 1Y:   40.14%
Volatility 3Y:   -