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HSBC Call 350 GOS 20.06.2024/  DE000HG4AZL0  /

Frankfurt Zert./HSBC
31/05/2024  21:35:22 Chg.+0.290 Bid21:59:59 Ask- Underlying Strike price Expiration date Option type
9.640EUR +3.10% 9.890
Bid Size: 50,000		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 350.00 - 20/06/2024 Call
 

Master data

WKN: HG4AZL
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 350.00 -
Maturity: 20/06/2024
Issue date: 23/06/2022
Last trading day: 18/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.37
Leverage: Yes

Calculated values

Fair value: 7.15
Intrinsic value: 7.08
Implied volatility: 1.53
Historic volatility: 0.19
Parity: 7.08
Time value: 2.56
Break-even: 446.40
Moneyness: 1.20
Premium: 0.06
Premium p.a.: 2.11
Spread abs.: -0.25
Spread %: -2.53%
Delta: 0.76
Theta: -1.22
Omega: 3.32
Rho: 0.12
 

Quote data

Open: 9.280
High: 9.640
Low: 9.210
Previous Close: 9.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.04%
1 Month  
+16.57%
3 Months  
+121.61%
YTD  
+111.87%
1 Year  
+293.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.370 9.350
1M High / 1M Low: 11.160 8.270
6M High / 6M Low: 11.160 1.990
High (YTD): 21/05/2024 11.160
Low (YTD): 14/02/2024 3.640
52W High: 21/05/2024 11.160
52W Low: 27/10/2023 0.630
Avg. price 1W:   9.884
Avg. volume 1W:   0.000
Avg. price 1M:   9.900
Avg. volume 1M:   23.810
Avg. price 6M:   5.491
Avg. volume 6M:   42.097
Avg. price 1Y:   3.741
Avg. volume 1Y:   32.886
Volatility 1M:   65.53%
Volatility 6M:   143.31%
Volatility 1Y:   153.65%
Volatility 3Y:   -