HSBC WAR. CALL 12/24 FRE/ DE000HG4PZR5 /
| 22/05/2024 13:36:18 | Chg.0.0000 | Bid13:40:25 | Ask13:40:25 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3500EUR | 0.00% | 0.3500 Bid Size: 50,000 |
0.3600 Ask Size: 50,000 |
FRESENIUS SE+CO.KGAA... | 26.00 - | 18/12/2024 | Call |
Master data
| WKN: | HG4PZR |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | FRESENIUS SE+CO.KGAA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 26.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 01/08/2022 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.32 |
|---|---|
| Intrinsic value: | 0.15 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.24 |
| Parity: | 0.15 |
| Time value: | 0.21 |
| Break-even: | 29.60 |
| Moneyness: | 1.06 |
| Premium: | 0.08 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.02 |
| Spread %: | 5.88% |
| Delta: | 0.68 |
| Theta: | -0.01 |
| Omega: | 5.17 |
| Rho: | 0.09 |
Quote data
| Open: | 0.3500 |
|---|---|
| High: | 0.3500 |
| Low: | 0.3500 |
| Previous Close: | 0.3500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -22.22% | ||
|---|---|---|---|
| 1 Month | -5.41% | ||
| 3 Months | +25.00% | ||
| YTD | -31.37% | ||
| 1 Year | -36.36% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4500 | 0.3500 |
|---|---|---|
| 1M High / 1M Low: | 0.4500 | 0.3500 |
| 6M High / 6M Low: | 0.5900 | 0.1980 |
| High (YTD): | 05/01/2024 | 0.5500 |
| Low (YTD): | 03/04/2024 | 0.1980 |
| 52W High: | 20/09/2023 | 0.7300 |
| 52W Low: | 03/04/2024 | 0.1980 |
| Avg. price 1W: | 0.4000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4071 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3735 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4260 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 88.31% | |
| Volatility 6M: | 95.54% | |
| Volatility 1Y: | 101.51% | |
| Volatility 3Y: | - |
