HSBC Call 35 SGM 19.06.2024/  DE000HG4EE45  /

EUWAX
2024-06-14  8:19:13 AM Chg.-0.050 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
0.600EUR -7.69% -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 35.00 - 2024-06-19 Call
 

Master data

WKN: HG4EE4
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2024-06-19
Issue date: 2022-06-28
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.88
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.44
Implied volatility: 1.35
Historic volatility: 0.30
Parity: 0.44
Time value: 0.06
Break-even: 40.00
Moneyness: 1.13
Premium: 0.02
Premium p.a.: 2.93
Spread abs.: 0.05
Spread %: 11.11%
Delta: 0.82
Theta: -0.19
Omega: 6.46
Rho: 0.00
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.650
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.26%
1 Month  
+57.89%
3 Months
  -29.41%
YTD
  -48.72%
1 Year
  -56.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.570
1M High / 1M Low: 0.650 0.270
6M High / 6M Low: 1.240 0.270
High (YTD): 2024-01-02 1.070
Low (YTD): 2024-05-30 0.270
52W High: 2023-07-28 1.630
52W Low: 2024-05-30 0.270
Avg. price 1W:   0.598
Avg. volume 1W:   0.000
Avg. price 1M:   0.437
Avg. volume 1M:   0.000
Avg. price 6M:   0.653
Avg. volume 6M:   0.000
Avg. price 1Y:   0.850
Avg. volume 1Y:   0.000
Volatility 1M:   288.91%
Volatility 6M:   189.89%
Volatility 1Y:   151.88%
Volatility 3Y:   -