HSBC WAR. CALL 06/24 HEI/ DE000HG7SA81 /
| 2024-06-10 9:35:45 PM | Chg.+0.0300 | Bid9:59:07 PM | Ask9:59:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1000EUR | +1.45% | 2.0800 Bid Size: 10,000 |
2.1200 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: | 4.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.06 |
|---|---|
| Intrinsic value: | 2.05 |
| Implied volatility: | 0.90 |
| Historic volatility: | 0.22 |
| Parity: | 2.05 |
| Time value: | 0.03 |
| Break-even: | 95.80 |
| Moneyness: | 1.27 |
| Premium: | 0.00 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.04 |
| Spread %: | 1.96% |
| Delta: | 0.96 |
| Theta: | -0.07 |
| Omega: | 4.42 |
| Rho: | 0.02 |
Quote data
| Open: | 2.0700 |
|---|---|
| High: | 2.1200 |
| Low: | 2.0700 |
| Previous Close: | 2.0700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.60% | ||
|---|---|---|---|
| 1 Month | -24.73% | ||
| 3 Months | +37.25% | ||
| YTD | +116.49% | ||
| 1 Year | +187.67% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1000 | 1.9700 |
|---|---|---|
| 1M High / 1M Low: | 2.7600 | 1.9700 |
| 6M High / 6M Low: | 2.7900 | 0.7900 |
| 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: | 2.0360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3138 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6999 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.1513 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 67.04% | |
| Volatility 6M: | 109.31% | |
| Volatility 1Y: | 122.71% | |
| Volatility 3Y: | - |
