HSBC WAR. CALL 12/24 FRE/ DE000HG4PZQ7 /
2024-05-22 9:37:22 AM | Chg.0.0000 | Bid9:40:02 AM | Ask9:40:02 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4200EUR | 0.00% | 0.4100 Bid Size: 50,000 |
0.4200 Ask Size: 50,000 |
FRESENIUS SE+CO.KGAA... | 25.00 - | 2024-12-18 | 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: | 2024-12-18 |
Issue date: | 2022-08-01 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.03 |
Leverage: | Yes |
Calculated values
Fair value: | 0.40 |
---|---|
Intrinsic value: | 0.28 |
Implied volatility: | 0.33 |
Historic volatility: | 0.24 |
Parity: | 0.28 |
Time value: | 0.19 |
Break-even: | 29.60 |
Moneyness: | 1.11 |
Premium: | 0.07 |
Premium p.a.: | 0.12 |
Spread abs.: | 0.03 |
Spread %: | 6.98% |
Delta: | 0.73 |
Theta: | -0.01 |
Omega: | 4.43 |
Rho: | 0.09 |
Quote data
Open: | 0.4200 |
---|---|
High: | 0.4200 |
Low: | 0.4200 |
Previous Close: | 0.4200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -17.65% | ||
---|---|---|---|
1 Month | -2.33% | ||
3 Months | +23.53% | ||
YTD | -27.59% | ||
1 Year | -31.15% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5100 | 0.4200 |
---|---|---|
1M High / 1M Low: | 0.5200 | 0.4200 |
6M High / 6M Low: | 0.6600 | 0.2400 |
High (YTD): | 2024-01-05 | 0.6200 |
Low (YTD): | 2024-04-03 | 0.2400 |
52W High: | 2023-09-21 | 0.8000 |
52W Low: | 2024-04-03 | 0.2400 |
Avg. price 1W: | 0.4720 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4729 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4314 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.4833 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 76.96% | |
Volatility 6M: | 94.90% | |
Volatility 1Y: | 97.53% | |
Volatility 3Y: | - |