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HSBC Call 70 HEI 19.06.2024/  DE000HG2U5N2  /

Frankfurt Zert./HSBC
10/06/2024  21:35:46 Chg.+0.020 Bid21:59:09 Ask21:59:09 Underlying Strike price Expiration date Option type
2.570EUR +0.78% 2.580
Bid Size: 10,000		 2.620
Ask Size: 10,000		 HEIDELBERG MATERIALS... 70.00 - 19/06/2024 Call
 

Master data

WKN: HG2U5N
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 19/06/2024
Issue date: 04/05/2022
Last trading day: 18/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.70
Leverage: Yes

Calculated values

Fair value: 2.56
Intrinsic value: 2.55
Implied volatility: 1.12
Historic volatility: 0.22
Parity: 2.55
Time value: 0.03
Break-even: 95.80
Moneyness: 1.36
Premium: 0.00
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 1.57%
Delta: 0.97
Theta: -0.07
Omega: 3.59
Rho: 0.02
 

Quote data

Open: 2.500
High: 2.620
Low: 2.500
Previous Close: 2.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.76%
1 Month
  -21.17%
3 Months  
+28.50%
YTD  
+93.23%
1 Year  
+167.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.570 2.430
1M High / 1M Low: 3.240 2.430
6M High / 6M Low: 3.260 1.140
High (YTD): 10/05/2024 3.260
Low (YTD): 03/01/2024 1.160
52W High: 10/05/2024 3.260
52W Low: 07/11/2023 0.460
Avg. price 1W:   2.508
Avg. volume 1W:   0.000
Avg. price 1M:   2.788
Avg. volume 1M:   0.000
Avg. price 6M:   2.138
Avg. volume 6M:   0.000
Avg. price 1Y:   1.493
Avg. volume 1Y:   0.000
Volatility 1M:   55.87%
Volatility 6M:   90.14%
Volatility 1Y:   109.28%
Volatility 3Y:   -