HSBC Call 60 MOR 18.12.2024/  DE000HG04PN0  /

EUWAX
2024-06-03  6:09:55 PM Chg.+0.01 Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
1.84EUR +0.55% -
Bid Size: -
-
Ask Size: -
MORPHOSYS AG O.N. 60.00 - 2024-12-18 Call
 

Master data

WKN: HG04PN
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: MORPHOSYS AG O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-12-18
Issue date: 2022-01-26
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.77
Leverage: Yes

Calculated values

Fair value: 2.01
Intrinsic value: 0.87
Implied volatility: 0.69
Historic volatility: 0.79
Parity: 0.87
Time value: 0.96
Break-even: 78.20
Moneyness: 1.14
Premium: 0.14
Premium p.a.: 0.27
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.71
Theta: -0.03
Omega: 2.69
Rho: 0.17
 

Quote data

Open: 1.81
High: 1.84
Low: 1.77
Previous Close: 1.83
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.55%
1 Month  
+3.95%
3 Months  
+49.59%
YTD  
+291.49%
1 Year  
+1214.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.84 1.81
1M High / 1M Low: 1.96 1.77
6M High / 6M Low: 1.96 0.12
High (YTD): 2024-05-17 1.96
Low (YTD): 2024-01-11 0.31
52W High: 2024-05-17 1.96
52W Low: 2023-11-29 0.00
Avg. price 1W:   1.83
Avg. volume 1W:   0.00
Avg. price 1M:   1.83
Avg. volume 1M:   0.00
Avg. price 6M:   1.15
Avg. volume 6M:   32.26
Avg. price 1Y:   0.70
Avg. volume 1Y:   173.23
Volatility 1M:   34.54%
Volatility 6M:   296.72%
Volatility 1Y:   2,089.52%
Volatility 3Y:   -