HSBC Call 80 SQU 19.06.2024/  DE000HG4EEE2  /

EUWAX
6/14/2024  8:19:13 AM Chg.-0.23 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
2.02EUR -10.22% -
Bid Size: -
-
Ask Size: -
VINCI S.A. INH. EO... 80.00 - 6/19/2024 Call
 

Master data

WKN: HG4EEE
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 6/19/2024
Issue date: 6/28/2022
Last trading day: 6/18/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.03
Leverage: Yes

Calculated values

Fair value: 1.82
Intrinsic value: 1.81
Implied volatility: 1.87
Historic volatility: 0.16
Parity: 1.81
Time value: 0.14
Break-even: 99.50
Moneyness: 1.23
Premium: 0.01
Premium p.a.: 2.51
Spread abs.: 0.20
Spread %: 11.43%
Delta: 0.87
Theta: -0.51
Omega: 4.39
Rho: 0.01
 

Quote data

Open: 2.02
High: 2.02
Low: 2.02
Previous Close: 2.25
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.41%
1 Month
  -43.10%
3 Months
  -45.11%
YTD
  -40.59%
1 Year
  -35.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.92 2.02
1M High / 1M Low: 3.62 2.02
6M High / 6M Low: 3.93 2.02
High (YTD): 3/28/2024 3.93
Low (YTD): 6/14/2024 2.02
52W High: 3/28/2024 3.93
52W Low: 6/14/2024 2.02
Avg. price 1W:   2.34
Avg. volume 1W:   0.00
Avg. price 1M:   3.18
Avg. volume 1M:   0.00
Avg. price 6M:   3.46
Avg. volume 6M:   0.00
Avg. price 1Y:   3.10
Avg. volume 1Y:   0.00
Volatility 1M:   104.22%
Volatility 6M:   64.50%
Volatility 1Y:   61.45%
Volatility 3Y:   -