HSBC WAR. CALL 06/24 HEI/ DE000HG2U5N2 /
| 6/10/2024 9:36:19 PM | Chg.+0.0300 | Bid9:59:07 PM | Ask9:59:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.6000EUR | +1.17% | 2.5800 Bid Size: 10,000 |
2.6200 Ask Size: 10,000 |
HEIDELBERG MATERIALS... | 70.00 - | 6/19/2024 | 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: | 6/19/2024 |
| Issue date: | 5/4/2022 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.70 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.56 |
|---|---|
| Intrinsic value: | 2.55 |
| Implied volatility: | 1.12 |
| Historic volatility: | 0.22 |
| Parity: | 2.55 |
| Time value: | 0.03 |
| Break-even: | 95.80 |
| Moneyness: | 1.36 |
| Premium: | 0.00 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.04 |
| Spread %: | 1.57% |
| Delta: | 0.97 |
| Theta: | -0.07 |
| Omega: | 3.59 |
| Rho: | 0.02 |
Quote data
| Open: | 2.5700 |
|---|---|
| High: | 2.6200 |
| Low: | 2.5600 |
| Previous Close: | 2.5700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.26% | ||
|---|---|---|---|
| 1 Month | -20.97% | ||
| 3 Months | +30.00% | ||
| YTD | +91.18% | ||
| 1 Year | +160.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6000 | 2.4700 |
|---|---|---|
| 1M High / 1M Low: | 3.2600 | 2.4700 |
| 6M High / 6M Low: | 3.2900 | 1.1500 |
| High (YTD): | 5/10/2024 | 3.2900 |
| Low (YTD): | 1/3/2024 | 1.1700 |
| 52W High: | 5/10/2024 | 3.2900 |
| 52W Low: | 11/6/2023 | 0.4700 |
| Avg. price 1W: | 2.5340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.8110 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.1577 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.5140 | |
| Avg. volume 1Y: | 9.1451 | |
| Volatility 1M: | 56.52% | |
| Volatility 6M: | 88.20% | |
| Volatility 1Y: | 104.97% | |
| Volatility 3Y: | - |
