HSBC Call 55 MOR 18.12.2024/  DE000HG04PM2  /

EUWAX
2024-05-21  8:24:37 AM Chg.- Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
2.15EUR - -
Bid Size: -
-
Ask Size: -
MORPHOSYS AG O.N. 55.00 - 2024-12-18 Call
 

Master data

WKN: HG04PM
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: MORPHOSYS AG O.N.
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2024-12-18
Issue date: 2022-01-26
Last trading day: 2024-05-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.17
Leverage: Yes

Calculated values

Fair value: 2.22
Intrinsic value: 1.31
Implied volatility: 0.75
Historic volatility: 0.79
Parity: 1.31
Time value: 0.85
Break-even: 76.50
Moneyness: 1.24
Premium: 0.12
Premium p.a.: 0.24
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.76
Theta: -0.03
Omega: 2.40
Rho: 0.17
 

Quote data

Open: 2.15
High: 2.15
Low: 2.15
Previous Close: 2.15
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+13.76%
3 Months  
+41.45%
YTD  
+283.93%
1 Year  
+1333.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.25 1.89
6M High / 6M Low: 2.25 0.05
High (YTD): 2024-05-17 2.25
Low (YTD): 2024-01-12 0.34
52W High: 2024-05-17 2.25
52W Low: 2023-11-29 0.00
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   2.09
Avg. volume 1M:   0.00
Avg. price 6M:   1.29
Avg. volume 6M:   0.00
Avg. price 1Y:   0.77
Avg. volume 1Y:   0.00
Volatility 1M:   46.91%
Volatility 6M:   325.22%
Volatility 1Y:   5,263.41%
Volatility 3Y:   -