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HSBC Call 45 BSN 19.06.2024/  DE000HG5KSV0  /

Frankfurt Zert./HSBC
2024-06-14  9:35:26 PM Chg.-0.110 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
1.360EUR -7.48% 1.370
Bid Size: 10,000		 1.410
Ask Size: 10,000		 DANONE S.A. EO -,25 45.00 - 2024-06-19 Call
 

Master data

WKN: HG5KSV
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2024-06-19
Issue date: 2022-09-23
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.96
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 1.48
Implied volatility: 1.66
Historic volatility: 0.13
Parity: 1.48
Time value: 0.03
Break-even: 60.10
Moneyness: 1.33
Premium: 0.01
Premium p.a.: 0.51
Spread abs.: 0.04
Spread %: 2.72%
Delta: 0.94
Theta: -0.14
Omega: 3.72
Rho: 0.01
 

Quote data

Open: 1.480
High: 1.480
Low: 1.350
Previous Close: 1.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month
  -7.48%
3 Months
  -8.72%
YTD
  -4.90%
1 Year  
+16.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.470 1.360
1M High / 1M Low: 1.490 1.350
6M High / 6M Low: 1.750 1.210
High (YTD): 2024-01-29 1.750
Low (YTD): 2024-04-04 1.210
52W High: 2024-01-29 1.750
52W Low: 2023-10-02 0.800
Avg. price 1W:   1.432
Avg. volume 1W:   0.000
Avg. price 1M:   1.435
Avg. volume 1M:   0.000
Avg. price 6M:   1.482
Avg. volume 6M:   0.000
Avg. price 1Y:   1.324
Avg. volume 1Y:   0.000
Volatility 1M:   46.25%
Volatility 6M:   53.09%
Volatility 1Y:   59.90%
Volatility 3Y:   -