HSBC WAR. CALL 12/25 FRE/ DE000HG7S9Y0 /
| 19/06/2024 13:36:51 | Chg.-0.0200 | Bid14:54:09 | Ask14:54:09 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4300EUR | -4.44% | 0.4000 Bid Size: 50,000 |
0.4200 Ask Size: 50,000 |
FRESENIUS SE+CO.KGAA... | 28.00 - | 17/12/2025 | Call |
Master data
| WKN: | HG7S9Y |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | FRESENIUS SE+CO.KGAA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 28.00 - |
| Maturity: | 17/12/2025 |
| Issue date: | 18/01/2023 |
| Last trading day: | 16/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.44 |
|---|---|
| Intrinsic value: | 0.06 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.24 |
| Parity: | 0.06 |
| Time value: | 0.39 |
| Break-even: | 32.50 |
| Moneyness: | 1.02 |
| Premium: | 0.14 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.03 |
| Spread %: | 7.14% |
| Delta: | 0.66 |
| Theta: | 0.00 |
| Omega: | 4.17 |
| Rho: | 0.21 |
Quote data
| Open: | 0.4500 |
|---|---|
| High: | 0.4500 |
| Low: | 0.4300 |
| Previous Close: | 0.4500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.31% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +48.28% | ||
| YTD | -17.31% | ||
| 1 Year | 0.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5400 | 0.4500 |
|---|---|---|
| 1M High / 1M Low: | 0.5700 | 0.4000 |
| 6M High / 6M Low: | 0.5700 | 0.2600 |
| High (YTD): | 07/06/2024 | 0.5700 |
| Low (YTD): | 03/04/2024 | 0.2600 |
| 52W High: | 21/09/2023 | 0.7000 |
| 52W Low: | 03/04/2024 | 0.2600 |
| Avg. price 1W: | 0.5040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4936 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4021 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4511 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 92.81% | |
| Volatility 6M: | 77.21% | |
| Volatility 1Y: | 83.30% | |
| Volatility 3Y: | - |
