HSBC Call 90 HEI 17.06.2026/  DE000HS6GJN8  /

EUWAX
2024-06-21  8:37:53 AM Chg.-0.01 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
1.93EUR -0.52% -
Bid Size: -
-
Ask Size: -
HEIDELBERG MATERIALS... 90.00 EUR 2026-06-17 Call
 

Master data

WKN: HS6GJN
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 2026-06-17
Issue date: 2024-05-13
Last trading day: 2026-06-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.08
Leverage: Yes

Calculated values

Fair value: 1.76
Intrinsic value: 0.45
Implied volatility: 0.25
Historic volatility: 0.23
Parity: 0.45
Time value: 1.41
Break-even: 108.60
Moneyness: 1.05
Premium: 0.15
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 2.20%
Delta: 0.70
Theta: -0.01
Omega: 3.54
Rho: 0.94
 

Quote data

Open: 1.93
High: 1.93
Low: 1.93
Previous Close: 1.94
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.39%
1 Month
  -6.76%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.02 1.93
1M High / 1M Low: 2.25 1.85
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.95
Avg. volume 1W:   0.00
Avg. price 1M:   2.00
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   67.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -