HSBC WAR. CALL 06/24 SGM/ DE000HG4EE45 /
| 2024-05-24 9:36:17 PM | Chg.-0.0300 | Bid9:58:17 PM | Ask9:58:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | -7.14% | 0.3700 Bid Size: 10,000 |
0.4200 Ask Size: 10,000 |
STMICROELECTRONICS | 35.00 - | 2024-06-19 | Call |
Master data
| WKN: | HG4EE4 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | STMICROELECTRONICS |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-06-28 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.41 |
|---|---|
| Intrinsic value: | 0.39 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.30 |
| Parity: | 0.39 |
| Time value: | 0.04 |
| Break-even: | 39.30 |
| Moneyness: | 1.11 |
| Premium: | 0.01 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.05 |
| Spread %: | 13.16% |
| Delta: | 0.86 |
| Theta: | -0.02 |
| Omega: | 7.78 |
| Rho: | 0.02 |
Quote data
| Open: | 0.4200 |
|---|---|
| High: | 0.4200 |
| Low: | 0.3900 |
| Previous Close: | 0.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.63% | ||
|---|---|---|---|
| 1 Month | -26.42% | ||
| 3 Months | -50.00% | ||
| YTD | -67.50% | ||
| 1 Year | -57.14% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4200 | 0.3100 |
|---|---|---|
| 1M High / 1M Low: | 0.5500 | 0.2600 |
| 6M High / 6M Low: | 1.3000 | 0.2600 |
| High (YTD): | 2024-01-02 | 1.0800 |
| Low (YTD): | 2024-05-02 | 0.2600 |
| 52W High: | 2023-07-27 | 1.7100 |
| 52W Low: | 2024-05-02 | 0.2600 |
| Avg. price 1W: | 0.3800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3810 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7449 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.9143 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 229.85% | |
| Volatility 6M: | 152.67% | |
| Volatility 1Y: | 127.97% | |
| Volatility 3Y: | - |
