HSBC WAR. CALL 06/24 MBG/ DE000HG42YV5 /
| 2024-06-17 9:35:11 PM | Chg.+0.0400 | Bid9:58:04 PM | Ask9:58:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3800EUR | +2.99% | 1.3500 Bid Size: 20,000 |
1.4000 Ask Size: 20,000 |
MERCEDES-BENZ GROUP ... | 50.00 - | 2024-06-19 | Call |
Master data
| WKN: | HG42YV |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | MERCEDES-BENZ GROUP AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 50.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-07-06 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.32 |
|---|---|
| Intrinsic value: | 1.32 |
| Implied volatility: | 2.17 |
| Historic volatility: | 0.20 |
| Parity: | 1.32 |
| Time value: | 0.03 |
| Break-even: | 63.50 |
| Moneyness: | 1.26 |
| Premium: | 0.00 |
| Premium p.a.: | 1.37 |
| Spread abs.: | 0.05 |
| Spread %: | 3.85% |
| Delta: | 0.94 |
| Theta: | -0.31 |
| Omega: | 4.39 |
| Rho: | 0.00 |
Quote data
| Open: | 1.3400 |
|---|---|
| High: | 1.3800 |
| Low: | 1.3400 |
| Previous Close: | 1.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.39% | ||
|---|---|---|---|
| 1 Month | -25.41% | ||
| 3 Months | -41.77% | ||
| YTD | +1.47% | ||
| 1 Year | -50.18% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5500 | 1.3400 |
|---|---|---|
| 1M High / 1M Low: | 1.8500 | 1.3400 |
| 6M High / 6M Low: | 2.6900 | 1.0300 |
| High (YTD): | 2024-04-08 | 2.6900 |
| Low (YTD): | 2024-01-22 | 1.0300 |
| 52W High: | 2023-06-19 | 2.7600 |
| 52W Low: | 2023-10-31 | 0.8400 |
| Avg. price 1W: | 1.4620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5933 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8663 | |
| Avg. volume 6M: | 69.9355 | |
| Avg. price 1Y: | 1.8218 | |
| Avg. volume 1Y: | 38.0827 | |
| Volatility 1M: | 53.79% | |
| Volatility 6M: | 72.68% | |
| Volatility 1Y: | 72.30% | |
| Volatility 3Y: | - |
