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HSBC Call 25 RNL 19.06.2024/  DE000HG3MDF6  /

Frankfurt Zert./HSBC
2024-06-07  9:35:36 AM Chg.-0.080 Bid9:37:08 AM Ask9:37:08 AM Underlying Strike price Expiration date Option type
2.600EUR -2.99% 2.590
Bid Size: 10,000		 2.620
Ask Size: 10,000		 RENAULT INH. EO... 25.00 - 2024-06-19 Call
 

Master data

WKN: HG3MDF
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2024-06-19
Issue date: 2022-06-02
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.90
Leverage: Yes

Calculated values

Fair value: 2.73
Intrinsic value: 2.72
Implied volatility: 2.24
Historic volatility: 0.29
Parity: 2.72
Time value: 0.03
Break-even: 52.50
Moneyness: 2.09
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.06
Spread %: 2.23%
Delta: 0.97
Theta: -0.05
Omega: 1.85
Rho: 0.01
 

Quote data

Open: 2.650
High: 2.660
Low: 2.600
Previous Close: 2.680
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.45%
1 Month  
+14.04%
3 Months  
+83.10%
YTD  
+106.35%
1 Year  
+170.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.840 2.680
1M High / 1M Low: 2.840 2.230
6M High / 6M Low: 2.840 0.920
High (YTD): 2024-05-31 2.840
Low (YTD): 2024-01-17 0.920
52W High: 2024-05-31 2.840
52W Low: 2023-10-26 0.840
Avg. price 1W:   2.750
Avg. volume 1W:   0.000
Avg. price 1M:   2.512
Avg. volume 1M:   0.000
Avg. price 6M:   1.751
Avg. volume 6M:   0.000
Avg. price 1Y:   1.505
Avg. volume 1Y:   0.000
Volatility 1M:   57.00%
Volatility 6M:   70.38%
Volatility 1Y:   73.78%
Volatility 3Y:   -