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HSBC Call 158 ALV 19.06.2024/  DE000HG4PSA6  /

EUWAX
10/06/2024  08:36:24 Chg.-0.31 Bid14:34:07 Ask14:34:07 Underlying Strike price Expiration date Option type
10.23EUR -2.94% 10.30
Bid Size: 50,000		 10.34
Ask Size: 50,000		 ALLIANZ SE NA O.N. 158.00 - 19/06/2024 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: 19/06/2024
Issue date: 01/08/2022
Last trading day: 18/06/2024
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: 10.23
High: 10.23
Low: 10.23
Previous Close: 10.54
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.59%
1 Month
  -4.57%
3 Months  
+3.23%
YTD  
+20.49%
1 Year  
+76.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.07 10.52
1M High / 1M Low: 11.07 10.46
6M High / 6M Low: 11.99 8.39
High (YTD): 02/04/2024 11.99
Low (YTD): 11/01/2024 8.45
52W High: 02/04/2024 11.99
52W Low: 07/07/2023 5.29
Avg. price 1W:   10.74
Avg. volume 1W:   0.00
Avg. price 1M:   10.74
Avg. volume 1M:   0.00
Avg. price 6M:   9.92
Avg. volume 6M:   0.00
Avg. price 1Y:   8.35
Avg. volume 1Y:   0.00
Volatility 1M:   30.29%
Volatility 6M:   35.46%
Volatility 1Y:   38.71%
Volatility 3Y:   -