HSBC WAR. CALL 12/27 DBK/ DE000HG7S7W8 /
| 6/6/2024 1:35:31 PM | Chg.0.0000 | Bid2:30:35 PM | Ask2:30:35 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2100EUR | 0.00% | 0.2100 Bid Size: 200,000 |
0.2300 Ask Size: 200,000 |
DEUTSCHE BANK AG NA ... | 20.00 - | 12/15/2027 | Call |
Master data
| WKN: | HG7S7W |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | DEUTSCHE BANK AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 - |
| Maturity: | 12/15/2027 |
| Issue date: | 1/18/2023 |
| Last trading day: | 12/14/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.20 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.26 |
| Parity: | -0.50 |
| Time value: | 0.22 |
| Break-even: | 22.20 |
| Moneyness: | 0.75 |
| Premium: | 0.48 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.03 |
| Spread %: | 15.79% |
| Delta: | 0.48 |
| Theta: | 0.00 |
| Omega: | 3.29 |
| Rho: | 0.18 |
Quote data
| Open: | 0.2100 |
|---|---|
| High: | 0.2100 |
| Low: | 0.2100 |
| Previous Close: | 0.2100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.70% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +107.92% | ||
| YTD | +98.11% | ||
| 1 Year | +112.12% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2300 | 0.2100 |
|---|---|---|
| 1M High / 1M Low: | 0.2400 | 0.2100 |
| 6M High / 6M Low: | 0.2700 | 0.0860 |
| High (YTD): | 4/26/2024 | 0.2700 |
| Low (YTD): | 2/15/2024 | 0.0860 |
| 52W High: | 4/26/2024 | 0.2700 |
| 52W Low: | 10/24/2023 | 0.0640 |
| Avg. price 1W: | 0.2200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2309 | |
| Avg. volume 1M: | 5.3913 | |
| Avg. price 6M: | 0.1464 | |
| Avg. volume 6M: | 1.9840 | |
| Avg. price 1Y: | 0.1107 | |
| Avg. volume 1Y: | .9688 | |
| Volatility 1M: | 49.13% | |
| Volatility 6M: | 74.26% | |
| Volatility 1Y: | 61.13% | |
| Volatility 3Y: | - |
