HSBC WAR. CALL 12/24 FRE/ DE000HG4PZQ7 /
| 5/15/2024 7:37:26 PM | Chg.0.0000 | Bid9:23:38 PM | Ask9:23:38 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5100EUR | 0.00% | 0.5000 Bid Size: 20,000 |
0.5300 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: | 5.41 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.48 |
|---|---|
| Intrinsic value: | 0.37 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.24 |
| Parity: | 0.37 |
| Time value: | 0.17 |
| Break-even: | 30.30 |
| Moneyness: | 1.15 |
| Premium: | 0.06 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.03 |
| Spread %: | 6.00% |
| Delta: | 0.77 |
| Theta: | -0.01 |
| Omega: | 4.18 |
| Rho: | 0.10 |
Quote data
| Open: | 0.5100 |
|---|---|
| High: | 0.5100 |
| Low: | 0.5100 |
| Previous Close: | 0.5100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.00% | ||
|---|---|---|---|
| 1 Month | +75.86% | ||
| 3 Months | +30.77% | ||
| YTD | -12.07% | ||
| 1 Year | -8.93% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5100 | 0.4900 |
|---|---|---|
| 1M High / 1M Low: | 0.5200 | 0.2900 |
| 6M High / 6M Low: | 0.6600 | 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: | 0.5040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4457 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4327 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4855 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 115.48% | |
| Volatility 6M: | 93.43% | |
| Volatility 1Y: | 96.78% | |
| Volatility 3Y: | - |
