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HSBC Call 63.3333 WMT 15.01.2025/  DE000HG818J2  /

EUWAX
29/05/2024  08:28:53 Chg.-0.18 Bid10:11:09 Ask10:11:09 Underlying Strike price Expiration date Option type
1.58EUR -10.23% 1.58
Bid Size: 16,670		 1.64
Ask Size: 16,670		 Walmart Inc 63.3333 USD 15/01/2025 Call
 

Master data

WKN: HG818J
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 63.33 USD
Maturity: 15/01/2025
Issue date: 03/02/2023
Last trading day: 14/01/2025
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 10.83
Leverage: Yes

Calculated values

Fair value: 1.36
Intrinsic value: 0.47
Implied volatility: 0.21
Historic volatility: 0.15
Parity: 0.47
Time value: 1.19
Break-even: 63.90
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 1.84%
Delta: 0.65
Theta: -0.01
Omega: 7.05
Rho: 0.21
 

Quote data

Open: 1.58
High: 1.58
Low: 1.58
Previous Close: 1.76
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.24%
1 Month  
+69.89%
3 Months  
+83.72%
YTD  
+393.75%
1 Year  
+259.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.76 1.61
1M High / 1M Low: 1.76 0.75
6M High / 6M Low: 1.76 0.24
High (YTD): 28/05/2024 1.76
Low (YTD): 05/01/2024 0.29
52W High: 28/05/2024 1.76
52W Low: 12/12/2023 0.24
Avg. price 1W:   1.69
Avg. volume 1W:   0.00
Avg. price 1M:   1.15
Avg. volume 1M:   0.00
Avg. price 6M:   0.72
Avg. volume 6M:   0.00
Avg. price 1Y:   0.66
Avg. volume 1Y:   0.00
Volatility 1M:   255.56%
Volatility 6M:   150.81%
Volatility 1Y:   138.71%
Volatility 3Y:   -