HSBC WAR. CALL 12/27 DBK/ DE000HG7S7S6 /
| 07/06/2024 21:36:05 | Chg.+0.0100 | Bid21:58:29 | Ask21:58:29 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4100EUR | +2.50% | 0.4000 Bid Size: 50,000 |
0.4300 Ask Size: 50,000 |
DEUTSCHE BANK AG NA ... | 14.00 - | 15/12/2027 | Call |
Master data
| WKN: | HG7S7S |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | DEUTSCHE BANK AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 - |
| Maturity: | 15/12/2027 |
| Issue date: | 18/01/2023 |
| Last trading day: | 14/12/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.44 |
|---|---|
| Intrinsic value: | 0.13 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.26 |
| Parity: | 0.13 |
| Time value: | 0.30 |
| Break-even: | 18.30 |
| Moneyness: | 1.09 |
| Premium: | 0.20 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.03 |
| Spread %: | 7.50% |
| Delta: | 0.76 |
| Theta: | 0.00 |
| Omega: | 2.70 |
| Rho: | 0.26 |
Quote data
| Open: | 0.4000 |
|---|---|
| High: | 0.4100 |
| Low: | 0.4000 |
| Previous Close: | 0.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -8.89% | ||
| 3 Months | +78.26% | ||
| YTD | +78.26% | ||
| 1 Year | +115.79% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4200 | 0.4000 |
|---|---|---|
| 1M High / 1M Low: | 0.4500 | 0.4000 |
| 6M High / 6M Low: | 0.5000 | 0.1730 |
| High (YTD): | 26/04/2024 | 0.5000 |
| Low (YTD): | 12/02/2024 | 0.1730 |
| 52W High: | 26/04/2024 | 0.5000 |
| 52W Low: | 24/10/2023 | 0.1300 |
| Avg. price 1W: | 0.4080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4330 | |
| Avg. volume 1M: | 869.5652 | |
| Avg. price 6M: | 0.2952 | |
| Avg. volume 6M: | 256 | |
| Avg. price 1Y: | 0.2272 | |
| Avg. volume 1Y: | 144.5313 | |
| Volatility 1M: | 27.27% | |
| Volatility 6M: | 71.67% | |
| Volatility 1Y: | 65.17% | |
| Volatility 3Y: | - |
