HSBC WAR. CALL 06/24 BSN/ DE000HG5KSV0 /
| 2024-06-14 7:36:11 PM | Chg.-0.0700 | Bid9:23:08 PM | Ask9:23:08 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4000EUR | -4.76% | 1.3600 Bid Size: 10,000 |
1.4000 Ask Size: 10,000 |
DANONE S.A. EO -,25 | 45.00 - | 2024-06-19 | Call |
Master data
| WKN: | HG5KSV |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | DANONE S.A. EO -,25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-09-23 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.48 |
|---|---|
| Intrinsic value: | 1.48 |
| Implied volatility: | 1.66 |
| Historic volatility: | 0.13 |
| Parity: | 1.48 |
| Time value: | 0.03 |
| Break-even: | 60.10 |
| Moneyness: | 1.33 |
| Premium: | 0.01 |
| Premium p.a.: | 0.51 |
| Spread abs.: | 0.04 |
| Spread %: | 2.72% |
| Delta: | 0.94 |
| Theta: | -0.14 |
| Omega: | 3.72 |
| Rho: | 0.01 |
Quote data
| Open: | 1.4800 |
|---|---|
| High: | 1.4800 |
| Low: | 1.4000 |
| Previous Close: | 1.4700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.41% | ||
|---|---|---|---|
| 1 Month | -4.11% | ||
| 3 Months | -4.11% | ||
| YTD | -2.78% | ||
| 1 Year | +26.13% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5000 | 1.4300 |
|---|---|---|
| 1M High / 1M Low: | 1.5000 | 1.3600 |
| 6M High / 6M Low: | 1.7500 | 1.2400 |
| High (YTD): | 2024-01-29 | 1.7500 |
| Low (YTD): | 2024-04-10 | 1.2400 |
| 52W High: | 2024-01-29 | 1.7500 |
| 52W Low: | 2023-09-28 | 0.8200 |
| Avg. price 1W: | 1.4660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4548 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5018 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.3434 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 30.83% | |
| Volatility 6M: | 44.99% | |
| Volatility 1Y: | 55.18% | |
| Volatility 3Y: | - |
