HSBC WAR. CALL 06/24 NDA/ DE000HG5JDR2 /
| 2024-05-24 9:37:06 PM | Chg.+0.0200 | Bid9:59:40 PM | Ask9:59:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0100EUR | +1.01% | 2.0000 Bid Size: 10,000 |
2.0700 Ask Size: 10,000 |
AURUBIS AG | 55.00 - | 2024-06-19 | Call |
Master data
| WKN: | HG5JDR |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-09-22 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.00 |
|---|---|
| Intrinsic value: | 1.99 |
| Implied volatility: | 0.92 |
| Historic volatility: | 0.33 |
| Parity: | 1.99 |
| Time value: | 0.09 |
| Break-even: | 75.70 |
| Moneyness: | 1.36 |
| Premium: | 0.01 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.07 |
| Spread %: | 3.50% |
| Delta: | 0.92 |
| Theta: | -0.06 |
| Omega: | 3.33 |
| Rho: | 0.03 |
Quote data
| Open: | 1.9900 |
|---|---|
| High: | 2.0100 |
| Low: | 1.9500 |
| Previous Close: | 1.9900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.83% | ||
|---|---|---|---|
| 1 Month | +9.84% | ||
| 3 Months | +157.69% | ||
| YTD | -1.95% | ||
| 1 Year | -11.06% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5100 | 1.9700 |
|---|---|---|
| 1M High / 1M Low: | 2.5100 | 1.2600 |
| 6M High / 6M Low: | 2.5500 | 0.5700 |
| High (YTD): | 2024-05-20 | 2.5100 |
| Low (YTD): | 2024-03-05 | 0.5700 |
| 52W High: | 2023-07-31 | 3.3000 |
| 52W Low: | 2024-03-05 | 0.5700 |
| Avg. price 1W: | 2.1640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9248 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5376 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.9768 | |
| Avg. volume 1Y: | 2.2266 | |
| Volatility 1M: | 188.43% | |
| Volatility 6M: | 131.73% | |
| Volatility 1Y: | 113.41% | |
| Volatility 3Y: | - |
