HSBC WAR. CALL 06/24 HEI/ DE000HG7SA81 /
2024-05-24 9:35:58 PM | Chg.+0.0600 | Bid9:59:44 PM | Ask9:59:44 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.4900EUR | +2.47% | 2.4900 Bid Size: 10,000 |
2.5300 Ask Size: 10,000 |
HEIDELBERG MATERIALS... | 75.00 - | 2024-06-19 | Call |
Master data
WKN: | HG7SA8 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | HEIDELBERG MATERIALS O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 75.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-01-18 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.95 |
Leverage: | Yes |
Calculated values
Fair value: | 2.52 |
---|---|
Intrinsic value: | 2.50 |
Implied volatility: | 0.58 |
Historic volatility: | 0.23 |
Parity: | 2.50 |
Time value: | 0.03 |
Break-even: | 100.30 |
Moneyness: | 1.33 |
Premium: | 0.00 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.04 |
Spread %: | 1.61% |
Delta: | 0.98 |
Theta: | -0.02 |
Omega: | 3.86 |
Rho: | 0.05 |
Quote data
Open: | 2.4300 |
---|---|
High: | 2.4900 |
Low: | 2.4200 |
Previous Close: | 2.4300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +6.41% | ||
---|---|---|---|
1 Month | +36.07% | ||
3 Months | +118.42% | ||
YTD | +156.70% | ||
1 Year | +361.11% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.4900 | 2.2600 |
---|---|---|
1M High / 1M Low: | 2.7900 | 1.8300 |
6M High / 6M Low: | 2.7900 | 0.4800 |
High (YTD): | 2024-05-10 | 2.7900 |
Low (YTD): | 2024-01-03 | 0.8100 |
52W High: | 2024-05-10 | 2.7900 |
52W Low: | 2023-11-06 | 0.2800 |
Avg. price 1W: | 2.3780 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.3419 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.5720 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.0825 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 92.63% | |
Volatility 6M: | 110.12% | |
Volatility 1Y: | 123.68% | |
Volatility 3Y: | - |