OverviewChartNewsTraderScreen

HSBC WAR. CALL 06/24 PHI1/  DE000HG764Z4  /

gettex
11/06/2024  08:00:56 Chg.0.0000 Bid09:08:54 Ask09:08:54 Underlying Strike price Expiration date Option type
0.9400EUR 0.00% 0.9600
Bid Size: 10,000		 0.9800
Ask Size: 10,000		 KONINKL. PHILIPS EO ... 15.00 - 19/06/2024 Call
 

Master data

WKN: HG764Z
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 19/06/2024
Issue date: 15/12/2022
Last trading day: 18/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.51
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.94
Implied volatility: 2.35
Historic volatility: 0.37
Parity: 0.94
Time value: 0.03
Break-even: 24.70
Moneyness: 1.63
Premium: 0.01
Premium p.a.: 0.70
Spread abs.: 0.04
Spread %: 4.30%
Delta: 0.93
Theta: -0.07
Omega: 2.35
Rho: 0.00
 

Quote data

Open: 0.9400
High: 0.9400
Low: 0.9400
Previous Close: 0.9400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.05%
1 Month
  -6.00%
3 Months  
+104.35%
YTD  
+46.88%
1 Year  
+104.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.9600 0.9200
1M High / 1M Low: 1.0800 0.9200
6M High / 6M Low: 1.0800 0.3500
High (YTD): 17/05/2024 1.0800
Low (YTD): 21/02/2024 0.3500
52W High: 17/05/2024 1.0800
52W Low: 26/10/2023 0.3300
Avg. price 1W:   0.9420
Avg. volume 1W:   0.0000
Avg. price 1M:   1.0057
Avg. volume 1M:   0.0000
Avg. price 6M:   0.6142
Avg. volume 6M:   0.0000
Avg. price 1Y:   0.5580
Avg. volume 1Y:   0.0000
Volatility 1M:   35.18%
Volatility 6M:   172.59%
Volatility 1Y:   136.39%
Volatility 3Y:   -