HSBC WAR. CALL 12/25 FRE/ DE000HG7S9Y0 /
2024-05-21 9:36:39 PM | Chg.-0.0300 | Bid9:58:17 PM | Ask9:58:17 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4000EUR | -6.98% | 0.3800 Bid Size: 20,000 |
0.4100 Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... | 28.00 - | 2025-12-17 | 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: | 2025-12-17 |
Issue date: | 2023-01-18 |
Last trading day: | 2025-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.45 |
Leverage: | Yes |
Calculated values
Fair value: | 0.40 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.26 |
Historic volatility: | 0.24 |
Parity: | -0.03 |
Time value: | 0.43 |
Break-even: | 32.30 |
Moneyness: | 0.99 |
Premium: | 0.16 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.03 |
Spread %: | 7.50% |
Delta: | 0.63 |
Theta: | 0.00 |
Omega: | 4.04 |
Rho: | 0.21 |
Quote data
Open: | 0.4300 |
---|---|
High: | 0.4300 |
Low: | 0.4000 |
Previous Close: | 0.4300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -16.67% | ||
---|---|---|---|
1 Month | -2.44% | ||
3 Months | +21.21% | ||
YTD | -23.08% | ||
1 Year | -27.27% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4800 | 0.4000 |
---|---|---|
1M High / 1M Low: | 0.4800 | 0.4000 |
6M High / 6M Low: | 0.6000 | 0.2600 |
High (YTD): | 2024-01-05 | 0.5700 |
Low (YTD): | 2024-04-03 | 0.2600 |
52W High: | 2023-09-21 | 0.7000 |
52W Low: | 2024-04-03 | 0.2600 |
Avg. price 1W: | 0.4440 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4433 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4079 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.4491 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 66.79% | |
Volatility 6M: | 73.70% | |
Volatility 1Y: | 80.55% | |
Volatility 3Y: | - |