HSBC WAR. CALL 06/24 SGM/ DE000HG4EE37 /
24/05/2024 21:37:10 | Chg.-0.0400 | Bid21:59:27 | Ask21:59:27 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8600EUR | -4.44% | 0.8500 Bid Size: 10,000 |
0.9000 Ask Size: 10,000 |
STMICROELECTRONICS | 30.00 - | 19/06/2024 | Call |
Master data
WKN: | HG4EE3 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | STMICROELECTRONICS |
Type: | Warrant |
Option type: | Call |
Strike price: | 30.00 - |
Maturity: | 19/06/2024 |
Issue date: | 28/06/2022 |
Last trading day: | 18/06/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.32 |
Leverage: | Yes |
Calculated values
Fair value: | 0.90 |
---|---|
Intrinsic value: | 0.89 |
Implied volatility: | 0.44 |
Historic volatility: | 0.30 |
Parity: | 0.89 |
Time value: | 0.01 |
Break-even: | 39.00 |
Moneyness: | 1.30 |
Premium: | 0.00 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.05 |
Spread %: | 5.88% |
Delta: | 0.99 |
Theta: | -0.01 |
Omega: | 4.27 |
Rho: | 0.02 |
Quote data
Open: | 0.9000 |
---|---|
High: | 0.9000 |
Low: | 0.8600 |
Previous Close: | 0.9000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -14.85% | ||
3 Months | -29.51% | ||
YTD | -47.56% | ||
1 Year | -32.28% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.9000 | 0.7800 |
---|---|---|
1M High / 1M Low: | 1.0100 | 0.6800 |
6M High / 6M Low: | 1.7400 | 0.6800 |
High (YTD): | 12/03/2024 | 1.5000 |
Low (YTD): | 02/05/2024 | 0.6800 |
52W High: | 27/07/2023 | 2.1400 |
52W Low: | 02/05/2024 | 0.6800 |
Avg. price 1W: | 0.8600 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8357 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.1807 | |
Avg. volume 6M: | 1.2258 | |
Avg. price 1Y: | 1.3222 | |
Avg. volume 1Y: | .5938 | |
Volatility 1M: | 124.26% | |
Volatility 6M: | 97.21% | |
Volatility 1Y: | 87.68% | |
Volatility 3Y: | - |