HSBC WAR. CALL 01/25 PRG/ DE000HG4B5D4 /
| 07/05/2024 09:35:12 | Chg.- | Bid10:44:42 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.5300EUR | - | - Bid Size: 50,000 |
- Ask Size: - |
PROCTER GAMBLE | 130.00 - | 15/01/2025 | Call |
Master data
| WKN: | HG4B5D |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | PROCTER GAMBLE |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 130.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 23/06/2022 |
| Last trading day: | 07/05/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.74 |
|---|---|
| Intrinsic value: | 2.41 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.12 |
| Parity: | 2.41 |
| Time value: | 1.12 |
| Break-even: | 165.30 |
| Moneyness: | 1.19 |
| Premium: | 0.07 |
| Premium p.a.: | 0.11 |
| Spread abs.: | -0.01 |
| Spread %: | -0.28% |
| Delta: | 0.77 |
| Theta: | -0.04 |
| Omega: | 3.37 |
| Rho: | 0.55 |
Quote data
| Open: | 3.5400 |
|---|---|
| High: | 3.5400 |
| Low: | 3.5300 |
| Previous Close: | 3.5200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +7.95% | ||
| 3 Months | +7.95% | ||
| YTD | +68.90% | ||
| 1 Year | +25.18% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 3.5700 | 3.2700 |
| 6M High / 6M Low: | 3.5700 | 1.9800 |
| High (YTD): | 03/05/2024 | 3.5700 |
| Low (YTD): | 05/01/2024 | 2.2200 |
| 52W High: | 03/05/2024 | 3.5700 |
| 52W Low: | 15/12/2023 | 1.9800 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 3.4318 | |
| Avg. volume 1M: | 18.1818 | |
| Avg. price 6M: | 2.8559 | |
| Avg. volume 6M: | 1.7544 | |
| Avg. price 1Y: | 2.8257 | |
| Avg. volume 1Y: | 3.3374 | |
| Volatility 1M: | 30.38% | |
| Volatility 6M: | 65.78% | |
| Volatility 1Y: | 60.11% | |
| Volatility 3Y: | - |
