OverviewChartNewsTraderScreen

HSBC Call 75 HEI 19.06.2024/  DE000HG7SA81  /

Frankfurt Zert./HSBC
2024-06-11  9:35:23 AM Chg.+0.030 Bid9:35:26 AM Ask9:35:26 AM Underlying Strike price Expiration date Option type
2.100EUR +1.45% 2.110
Bid Size: 25,000		 2.140
Ask Size: 25,000		 HEIDELBERG MATERIALS... 75.00 - 2024-06-19 Call
 

Master data

WKN: HG7SA8
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2024-06-19
Issue date: 2023-01-18
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.59
Leverage: Yes

Calculated values

Fair value: 2.06
Intrinsic value: 2.05
Implied volatility: 0.90
Historic volatility: 0.22
Parity: 2.05
Time value: 0.03
Break-even: 95.80
Moneyness: 1.27
Premium: 0.00
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 1.96%
Delta: 0.96
Theta: -0.07
Omega: 4.42
Rho: 0.02
 

Quote data

Open: 2.080
High: 2.100
Low: 2.080
Previous Close: 2.070
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.81%
1 Month
  -24.19%
3 Months  
+37.25%
YTD  
+121.05%
1 Year  
+200.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.070 1.930
1M High / 1M Low: 2.740 1.930
6M High / 6M Low: 2.770 0.780
High (YTD): 2024-05-10 2.770
Low (YTD): 2024-01-03 0.790
52W High: 2024-05-10 2.770
52W Low: 2023-11-07 0.280
Avg. price 1W:   2.010
Avg. volume 1W:   0.000
Avg. price 1M:   2.290
Avg. volume 1M:   0.000
Avg. price 6M:   1.680
Avg. volume 6M:   0.000
Avg. price 1Y:   1.131
Avg. volume 1Y:   0.000
Volatility 1M:   68.43%
Volatility 6M:   112.55%
Volatility 1Y:   132.15%
Volatility 3Y:   -