HSBC WAR. CALL 06/24 CTO/ DE000HG6MPR8 /
5/7/2024 9:36:22 AM | Chg.- | Bid10:44:56 AM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
11.680EUR | - | - Bid Size: 5,000 |
- Ask Size: - |
COSTCO WHOLESALE DL... | 635.00 - | 6/19/2024 | Call |
Master data
WKN: | HG6MPR |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | COSTCO WHOLESALE DL-,005 |
Type: | Warrant |
Option type: | Call |
Strike price: | 635.00 - |
Maturity: | 6/19/2024 |
Issue date: | 11/2/2022 |
Last trading day: | 5/7/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 6.37 |
Leverage: | Yes |
Calculated values
Fair value: | 11.20 |
---|---|
Intrinsic value: | 11.05 |
Implied volatility: | 0.55 |
Historic volatility: | 0.16 |
Parity: | 11.05 |
Time value: | 0.66 |
Break-even: | 752.10 |
Moneyness: | 1.17 |
Premium: | 0.01 |
Premium p.a.: | 0.16 |
Spread abs.: | -0.05 |
Spread %: | -0.43% |
Delta: | 0.90 |
Theta: | -0.46 |
Omega: | 5.72 |
Rho: | 0.33 |
Quote data
Open: | 11.640 |
---|---|
High: | 11.680 |
Low: | 11.640 |
Previous Close: | 11.380 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +29.92% | ||
3 Months | -3.71% | ||
YTD | +100.00% | ||
1 Year | +1001.89% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 11.680 | 8.880 |
6M High / 6M Low: | 14.860 | 1.680 |
High (YTD): | 3/7/2024 | 14.860 |
Low (YTD): | 1/3/2024 | 4.850 |
52W High: | 3/7/2024 | 14.860 |
52W Low: | 6/23/2023 | 0.990 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 10.238 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 8.115 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 4.468 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 69.85% | |
Volatility 6M: | 138.58% | |
Volatility 1Y: | 132.79% | |
Volatility 3Y: | - |