HSBC Call 45 BSN 19.06.2024
/ DE000HG5KSV0
HSBC Call 45 BSN 19.06.2024/ DE000HG5KSV0 /
| 2024-06-03 8:24:21 AM |
Chg.+0.05 |
Bid2:42:26 PM |
Ask2:42:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
+3.60% |
1.43
Bid Size: 10,000 |
1.45
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: |
4.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.13 |
| Parity: |
1.41 |
| Time value: |
0.05 |
| Break-even: |
59.60 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
2.82% |
| Delta: |
0.93 |
| Theta: |
-0.05 |
| Omega: |
3.76 |
| Rho: |
0.02 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.60% |
| 1 Month |
|
|
+15.20% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+2.86% |
| 1 Year |
|
|
+9.92% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.43 |
1.32 |
| 1M High / 1M Low: |
1.49 |
1.25 |
| 6M High / 6M Low: |
1.75 |
1.19 |
| High (YTD): |
2024-02-22 |
1.75 |
| Low (YTD): |
2024-04-16 |
1.19 |
| 52W High: |
2024-02-22 |
1.75 |
| 52W Low: |
2023-10-02 |
0.79 |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.32 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
44.73% |
| Volatility 6M: |
|
58.13% |
| Volatility 1Y: |
|
66.68% |
| Volatility 3Y: |
|
- |
