HSBC WAR. CALL 06/24 NDA/ DE000HG5JDR2 /
| 17/06/2024 08:00:37 | Chg.0.0000 | Bid08:45:49 | Ask08:45:49 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6200EUR | 0.00% | 1.5800 Bid Size: 25,000 |
1.6500 Ask Size: 25,000 |
AURUBIS AG | 55.00 - | 19/06/2024 | Call |
Master data
| WKN: | HG5JDR |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 22/09/2022 |
| Last trading day: | 18/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.59 |
|---|---|
| Intrinsic value: | 1.59 |
| Implied volatility: | 1.58 |
| Historic volatility: | 0.32 |
| Parity: | 1.59 |
| Time value: | 0.03 |
| Break-even: | 71.20 |
| Moneyness: | 1.29 |
| Premium: | 0.00 |
| Premium p.a.: | 0.47 |
| Spread abs.: | 0.07 |
| Spread %: | 4.52% |
| Delta: | 0.95 |
| Theta: | -0.16 |
| Omega: | 4.15 |
| Rho: | 0.01 |
Quote data
| Open: | 1.6200 |
|---|---|
| High: | 1.6200 |
| Low: | 1.6200 |
| Previous Close: | 1.6200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.83% | ||
|---|---|---|---|
| 1 Month | -31.36% | ||
| 3 Months | +68.75% | ||
| YTD | -20.98% | ||
| 1 Year | -48.73% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8800 | 1.6200 |
|---|---|---|
| 1M High / 1M Low: | 2.5100 | 1.6200 |
| 6M High / 6M Low: | 2.5500 | 0.5700 |
| High (YTD): | 20/05/2024 | 2.5100 |
| Low (YTD): | 05/03/2024 | 0.5700 |
| 52W High: | 31/07/2023 | 3.3000 |
| 52W Low: | 05/03/2024 | 0.5700 |
| Avg. price 1W: | 1.7400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0248 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5040 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.9307 | |
| Avg. volume 1Y: | 1.3780 | |
| Volatility 1M: | 101.10% | |
| Volatility 6M: | 132.27% | |
| Volatility 1Y: | 112.57% | |
| Volatility 3Y: | - |
