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HSBC Call 35 SGM 19.06.2024/  DE000HG4EE45  /

EUWAX
2024-05-24  8:16:15 AM Chg.-0.080 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
0.380EUR -17.39% -
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: 9.05
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.39
Implied volatility: 0.39
Historic volatility: 0.30
Parity: 0.39
Time value: 0.04
Break-even: 39.30
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.05
Spread %: 13.16%
Delta: 0.86
Theta: -0.02
Omega: 7.78
Rho: 0.02
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -9.52%
3 Months
  -52.50%
YTD
  -67.52%
1 Year
  -55.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.300
1M High / 1M Low: 0.540 0.270
6M High / 6M Low: 1.270 0.270
High (YTD): 2024-01-02 1.070
Low (YTD): 2024-05-03 0.270
52W High: 2023-07-28 1.630
52W Low: 2024-05-03 0.270
Avg. price 1W:   0.374
Avg. volume 1W:   0.000
Avg. price 1M:   0.360
Avg. volume 1M:   0.000
Avg. price 6M:   0.730
Avg. volume 6M:   0.000
Avg. price 1Y:   0.895
Avg. volume 1Y:   0.000
Volatility 1M:   335.68%
Volatility 6M:   175.04%
Volatility 1Y:   143.34%
Volatility 3Y:   -