HSBC WAR. CALL 06/24 NDA/ DE000HG433P7 /
2024-05-24 9:35:04 PM | Chg.+0.0100 | Bid9:59:09 PM | Ask9:59:09 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5800EUR | +1.75% | 0.5700 Bid Size: 10,000 |
0.6200 Ask Size: 10,000 |
AURUBIS AG | 70.00 - | 2024-06-19 | Call |
Master data
WKN: | HG433P |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | AURUBIS AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 70.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2022-07-06 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 12.07 |
Leverage: | Yes |
Calculated values
Fair value: | 0.58 |
---|---|
Intrinsic value: | 0.49 |
Implied volatility: | 0.40 |
Historic volatility: | 0.33 |
Parity: | 0.49 |
Time value: | 0.14 |
Break-even: | 76.20 |
Moneyness: | 1.07 |
Premium: | 0.02 |
Premium p.a.: | 0.30 |
Spread abs.: | 0.05 |
Spread %: | 8.77% |
Delta: | 0.76 |
Theta: | -0.05 |
Omega: | 9.20 |
Rho: | 0.03 |
Quote data
Open: | 0.5700 |
---|---|
High: | 0.5800 |
Low: | 0.5400 |
Previous Close: | 0.5700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -34.83% | ||
---|---|---|---|
1 Month | 0.00% | ||
3 Months | +291.89% | ||
YTD | -38.95% | ||
1 Year | -56.39% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0500 | 0.5700 |
---|---|---|
1M High / 1M Low: | 1.0500 | 0.2400 |
6M High / 6M Low: | 1.3400 | 0.0900 |
High (YTD): | 2024-05-20 | 1.0500 |
Low (YTD): | 2024-03-06 | 0.0900 |
52W High: | 2023-06-14 | 2.1300 |
52W Low: | 2024-03-06 | 0.0900 |
Avg. price 1W: | 0.7340 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.6038 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.5344 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.9564 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 405.35% | |
Volatility 6M: | 237.87% | |
Volatility 1Y: | 190.82% | |
Volatility 3Y: | - |