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HSBC WAR. CALL 06/24 PHI1/  DE000HG764Z4  /

gettex
6/6/2024  3:35:30 PM Chg.-0.0200 Bid6:56:04 PM Ask6:56:04 PM Underlying Strike price Expiration date Option type
0.9200EUR -2.13% 0.9200
Bid Size: 10,000		 0.9600
Ask Size: 10,000		 KONINKL. PHILIPS EO ... 15.00 - 6/19/2024 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: 6/19/2024
Issue date: 12/15/2022
Last trading day: 6/18/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.50
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.93
Implied volatility: 2.10
Historic volatility: 0.37
Parity: 0.93
Time value: 0.04
Break-even: 24.70
Moneyness: 1.62
Premium: 0.02
Premium p.a.: 0.62
Spread abs.: 0.04
Spread %: 4.30%
Delta: 0.92
Theta: -0.06
Omega: 2.31
Rho: 0.00
 

Quote data

Open: 0.9400
High: 0.9400
Low: 0.9200
Previous Close: 0.9400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.68%
1 Month
  -8.91%
3 Months  
+135.90%
YTD  
+43.75%
1 Year  
+104.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.0300 0.9400
1M High / 1M Low: 1.0800 0.9400
6M High / 6M Low: 1.0800 0.3500
High (YTD): 5/17/2024 1.0800
Low (YTD): 2/21/2024 0.3500
52W High: 5/17/2024 1.0800
52W Low: 10/26/2023 0.3300
Avg. price 1W:   0.9820
Avg. volume 1W:   0.0000
Avg. price 1M:   1.0091
Avg. volume 1M:   0.0000
Avg. price 6M:   0.6014
Avg. volume 6M:   0.0000
Avg. price 1Y:   0.5518
Avg. volume 1Y:   0.0000
Volatility 1M:   37.13%
Volatility 6M:   172.90%
Volatility 1Y:   136.13%
Volatility 3Y:   -