HSBC WAR. CALL 06/24 SNW/ DE000HG5KTP0 /
| 2024-06-18 9:35:38 PM | Chg.- | Bid9:59:55 PM | Ask9:59:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3700EUR | - | 1.3200 Bid Size: 10,000 |
1.3600 Ask Size: 10,000 |
SANOFI SA INHABER ... | 75.00 - | 2024-06-19 | Call |
Master data
| WKN: | HG5KTP |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SANOFI SA INHABER EO 2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 75.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-09-23 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.27 |
|---|---|
| Intrinsic value: | 1.27 |
| Implied volatility: | 2.52 |
| Historic volatility: | 0.25 |
| Parity: | 1.27 |
| Time value: | 0.06 |
| Break-even: | 88.30 |
| Moneyness: | 1.17 |
| Premium: | 0.01 |
| Premium p.a.: | 12.65 |
| Spread abs.: | 0.04 |
| Spread %: | 3.10% |
| Delta: | 0.89 |
| Theta: | -1.07 |
| Omega: | 5.89 |
| Rho: | 0.00 |
Quote data
| Open: | 1.3200 |
|---|---|
| High: | 1.3800 |
| Low: | 1.3100 |
| Previous Close: | 1.3100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.27% | ||
|---|---|---|---|
| 1 Month | -8.05% | ||
| 3 Months | +7.03% | ||
| YTD | -16.46% | ||
| 1 Year | -41.70% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5100 | 1.2000 |
|---|---|---|
| 1M High / 1M Low: | 1.7500 | 1.2000 |
| 6M High / 6M Low: | 2.2300 | 1.0800 |
| High (YTD): | 2024-01-12 | 2.2300 |
| Low (YTD): | 2024-04-18 | 1.0800 |
| 52W High: | 2023-10-12 | 3.1200 |
| 52W Low: | 2024-04-18 | 1.0800 |
| Avg. price 1W: | 1.3540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4877 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5516 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.9382 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 117.03% | |
| Volatility 6M: | 101.82% | |
| Volatility 1Y: | 105.10% | |
| Volatility 3Y: | - |
