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HSBC Call 350 GOS 20.06.2024/  DE000HG4AZL0  /

EUWAX
2024-06-13  8:38:37 AM Chg.+0.18 Bid8:53:38 AM Ask8:53:38 AM Underlying Strike price Expiration date Option type
9.10EUR +2.02% 9.09
Bid Size: 50,000		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 350.00 - 2024-06-20 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: 2024-06-20
Issue date: 2022-06-23
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.68
Leverage: Yes

Calculated values

Fair value: 6.39
Intrinsic value: 6.37
Implied volatility: 2.24
Historic volatility: 0.19
Parity: 6.37
Time value: 2.47
Break-even: 438.40
Moneyness: 1.18
Premium: 0.06
Premium p.a.: 13.15
Spread abs.: 0.06
Spread %: 0.68%
Delta: 0.75
Theta: -2.75
Omega: 3.51
Rho: 0.05
 

Quote data

Open: 9.10
High: 9.10
Low: 9.10
Previous Close: 8.92
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.87%
1 Month
  -7.99%
3 Months  
+115.64%
YTD  
+98.26%
1 Year  
+175.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.21 8.92
1M High / 1M Low: 11.08 8.92
6M High / 6M Low: 11.08 2.90
High (YTD): 2024-05-20 11.08
Low (YTD): 2024-01-17 3.65
52W High: 2024-05-20 11.08
52W Low: 2023-10-27 0.65
Avg. price 1W:   9.67
Avg. volume 1W:   0.00
Avg. price 1M:   10.01
Avg. volume 1M:   14.26
Avg. price 6M:   5.89
Avg. volume 6M:   37.79
Avg. price 1Y:   3.92
Avg. volume 1Y:   32.07
Volatility 1M:   72.65%
Volatility 6M:   142.96%
Volatility 1Y:   164.58%
Volatility 3Y:   -