HSBC WAR. CALL 06/24 HEI/ DE000HG2U5N2 /
| 24/05/2024 21:37:18 | Chg.+0.0600 | Bid21:58:09 | Ask21:58:09 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.9900EUR | +2.05% | 2.9800 Bid Size: 10,000 |
3.0200 Ask Size: 10,000 |
HEIDELBERG MATERIALS... | 70.00 - | 19/06/2024 | Call |
Master data
| WKN: | HG2U5N |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | HEIDELBERG MATERIALS O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 04/05/2022 |
| Last trading day: | 18/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.01 |
|---|---|
| Intrinsic value: | 3.00 |
| Implied volatility: | 0.61 |
| Historic volatility: | 0.23 |
| Parity: | 3.00 |
| Time value: | 0.02 |
| Break-even: | 100.20 |
| Moneyness: | 1.43 |
| Premium: | 0.00 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.04 |
| Spread %: | 1.34% |
| Delta: | 0.99 |
| Theta: | -0.02 |
| Omega: | 3.28 |
| Rho: | 0.05 |
Quote data
| Open: | 2.9200 |
|---|---|
| High: | 2.9900 |
| Low: | 2.9100 |
| Previous Close: | 2.9300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.65% | ||
|---|---|---|---|
| 1 Month | +28.88% | ||
| 3 Months | +88.05% | ||
| YTD | +119.85% | ||
| 1 Year | +293.42% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.9900 | 2.7600 |
|---|---|---|
| 1M High / 1M Low: | 3.2900 | 2.3200 |
| 6M High / 6M Low: | 3.2900 | 0.7500 |
| High (YTD): | 10/05/2024 | 3.2900 |
| Low (YTD): | 03/01/2024 | 1.1700 |
| 52W High: | 10/05/2024 | 3.2900 |
| 52W Low: | 06/11/2023 | 0.4700 |
| Avg. price 1W: | 2.8760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.8395 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.0146 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.4334 | |
| Avg. volume 1Y: | 9.1094 | |
| Volatility 1M: | 77.08% | |
| Volatility 6M: | 89.20% | |
| Volatility 1Y: | 106.27% | |
| Volatility 3Y: | - |
