HSBC WAR. CALL 12/24 FRE/ DE000HG4PZQ7 /
| 6/4/2024 9:35:23 PM | Chg.0.0000 | Bid9:58:26 PM | Ask9:58:26 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5500EUR | 0.00% | 0.5400 Bid Size: 20,000 |
0.5700 Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... | 25.00 - | 12/18/2024 | Call |
Master data
| WKN: | HG4PZQ |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | FRESENIUS SE+CO.KGAA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 8/1/2022 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.51 |
|---|---|
| Intrinsic value: | 0.42 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.24 |
| Parity: | 0.42 |
| Time value: | 0.13 |
| Break-even: | 30.50 |
| Moneyness: | 1.17 |
| Premium: | 0.05 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.03 |
| Spread %: | 5.77% |
| Delta: | 0.80 |
| Theta: | -0.01 |
| Omega: | 4.27 |
| Rho: | 0.10 |
Quote data
| Open: | 0.5500 |
|---|---|
| High: | 0.5500 |
| Low: | 0.5500 |
| Previous Close: | 0.5500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.85% | ||
|---|---|---|---|
| 1 Month | +12.24% | ||
| 3 Months | +66.67% | ||
| YTD | -5.17% | ||
| 1 Year | +12.24% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5500 | 0.5300 |
|---|---|---|
| 1M High / 1M Low: | 0.5500 | 0.4200 |
| 6M High / 6M Low: | 0.6200 | 0.2400 |
| High (YTD): | 1/5/2024 | 0.6200 |
| Low (YTD): | 4/3/2024 | 0.2400 |
| 52W High: | 9/21/2023 | 0.8000 |
| 52W Low: | 4/3/2024 | 0.2400 |
| Avg. price 1W: | 0.5420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5045 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4270 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4826 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 94.41% | |
| Volatility 6M: | 95.95% | |
| Volatility 1Y: | 98.55% | |
| Volatility 3Y: | - |
