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HSBC Call 400 LOR 19.06.2024/  DE000HG3MCR3  /

Frankfurt Zert./HSBC
2024-06-03  7:35:36 PM Chg.-0.420 Bid7:40:15 PM Ask7:40:15 PM Underlying Strike price Expiration date Option type
4.900EUR -7.89% 4.930
Bid Size: 10,000		 5.080
Ask Size: 10,000		 L OREAL INH. E... 400.00 - 2024-06-19 Call
 

Master data

WKN: HG3MCR
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 2024-06-19
Issue date: 2022-06-02
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.06
Leverage: Yes

Calculated values

Fair value: 5.28
Intrinsic value: 5.21
Implied volatility: 0.54
Historic volatility: 0.19
Parity: 5.21
Time value: 0.40
Break-even: 456.10
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.22
Spread abs.: 0.15
Spread %: 2.75%
Delta: 0.88
Theta: -0.36
Omega: 7.05
Rho: 0.15
 

Quote data

Open: 5.550
High: 5.550
Low: 4.740
Previous Close: 5.320
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.24%
1 Month  
+12.39%
3 Months  
+3.59%
YTD
  -23.20%
1 Year  
+1.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.320 3.950
1M High / 1M Low: 6.030 3.950
6M High / 6M Low: 6.590 2.150
High (YTD): 2024-02-05 6.590
Low (YTD): 2024-04-08 2.150
52W High: 2024-02-05 6.590
52W Low: 2023-10-19 2.010
Avg. price 1W:   4.670
Avg. volume 1W:   0.000
Avg. price 1M:   5.042
Avg. volume 1M:   0.000
Avg. price 6M:   4.762
Avg. volume 6M:   0.000
Avg. price 1Y:   4.379
Avg. volume 1Y:   0.000
Volatility 1M:   128.36%
Volatility 6M:   172.66%
Volatility 1Y:   147.93%
Volatility 3Y:   -