HSBC WAR. CALL 12/24 FTE/ DE000HG76447 /
| 6/6/2024 11:35:44 AM | Chg.-0.0900 | Bid12:37:41 PM | Ask12:37:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7700EUR | -4.84% | 1.7100 Bid Size: 2,800 |
1.7600 Ask Size: 2,800 |
ORANGE INH. ... | 9.00 - | 12/18/2024 | Call |
Master data
| WKN: | HG7644 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | ORANGE INH. EO 4 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 9.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 12/15/2022 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.74 |
|---|---|
| Intrinsic value: | 1.55 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.13 |
| Parity: | 1.55 |
| Time value: | 0.32 |
| Break-even: | 10.87 |
| Moneyness: | 1.17 |
| Premium: | 0.03 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.10 |
| Spread %: | 5.65% |
| Delta: | 0.86 |
| Theta: | 0.00 |
| Omega: | 4.86 |
| Rho: | 0.04 |
Quote data
| Open: | 1.8500 |
|---|---|
| High: | 1.8500 |
| Low: | 1.7700 |
| Previous Close: | 1.8600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.63% | ||
|---|---|---|---|
| 1 Month | +15.69% | ||
| 3 Months | +1.72% | ||
| YTD | +9.26% | ||
| 1 Year | -19.55% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8900 | 1.6000 |
|---|---|---|
| 1M High / 1M Low: | 1.8900 | 1.5000 |
| 6M High / 6M Low: | 2.4600 | 1.4700 |
| High (YTD): | 1/23/2024 | 2.4600 |
| Low (YTD): | 5/2/2024 | 1.4700 |
| 52W High: | 1/23/2024 | 2.4600 |
| 52W Low: | 5/2/2024 | 1.4700 |
| Avg. price 1W: | 1.7780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6983 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8519 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.9390 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 73.09% | |
| Volatility 6M: | 73.08% | |
| Volatility 1Y: | 65.37% | |
| Volatility 3Y: | - |
