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HSBC Call 24 R6C0 19.06.2024/  DE000HG76546  /

EUWAX
2024-06-06  8:23:20 AM Chg.-0.020 Bid9:52:45 AM Ask9:52:45 AM Underlying Strike price Expiration date Option type
0.810EUR -2.41% 0.820
Bid Size: 10,000		 0.840
Ask Size: 10,000		 SHELL PLC 24.00 - 2024-06-19 Call
 

Master data

WKN: HG7654
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SHELL PLC
Type: Warrant
Option type: Call
Strike price: 24.00 -
Maturity: 2024-06-19
Issue date: 2022-12-15
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.82
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.81
Implied volatility: 1.17
Historic volatility: 0.18
Parity: 0.81
Time value: 0.03
Break-even: 32.40
Moneyness: 1.34
Premium: 0.01
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 3.70%
Delta: 0.92
Theta: -0.04
Omega: 3.53
Rho: 0.01
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.830
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.99%
1 Month
  -13.83%
3 Months  
+58.82%
YTD  
+39.66%
1 Year  
+92.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.830
1M High / 1M Low: 1.030 0.830
6M High / 6M Low: 1.030 0.420
High (YTD): 2024-05-14 1.030
Low (YTD): 2024-01-22 0.420
52W High: 2024-05-14 1.030
52W Low: 2023-07-07 0.400
Avg. price 1W:   0.878
Avg. volume 1W:   0.000
Avg. price 1M:   0.918
Avg. volume 1M:   0.000
Avg. price 6M:   0.696
Avg. volume 6M:   0.000
Avg. price 1Y:   0.636
Avg. volume 1Y:   0.000
Volatility 1M:   48.59%
Volatility 6M:   61.61%
Volatility 1Y:   71.79%
Volatility 3Y:   -