HSBC WAR. CALL 12/27 DBK/ DE000HG7S7Z1 /
| 5/31/2024 9:35:24 PM | Chg.-0.0070 | Bid9:58:45 PM | Ask9:58:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1140EUR | -5.79% | 0.1000 Bid Size: 50,000 |
0.1320 Ask Size: 50,000 |
DEUTSCHE BANK AG NA ... | 28.00 - | 12/15/2027 | Call |
Master data
| WKN: | HG7S7Z |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | DEUTSCHE BANK AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 28.00 - |
| Maturity: | 12/15/2027 |
| Issue date: | 1/18/2023 |
| Last trading day: | 12/14/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.53 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.26 |
| Parity: | -1.28 |
| Time value: | 0.13 |
| Break-even: | 29.32 |
| Moneyness: | 0.54 |
| Premium: | 0.93 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.03 |
| Spread %: | 32.00% |
| Delta: | 0.30 |
| Theta: | 0.00 |
| Omega: | 3.51 |
| Rho: | 0.12 |
Quote data
| Open: | 0.1210 |
|---|---|
| High: | 0.1210 |
| Low: | 0.1140 |
| Previous Close: | 0.1210 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.79% | ||
|---|---|---|---|
| 1 Month | +3.64% | ||
| 3 Months | +153.33% | ||
| YTD | +153.33% | ||
| 1 Year | +115.09% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1210 | 0.1140 |
|---|---|---|
| 1M High / 1M Low: | 0.1230 | 0.1100 |
| 6M High / 6M Low: | 0.1320 | 0.0340 |
| High (YTD): | 4/26/2024 | 0.1320 |
| Low (YTD): | 3/8/2024 | 0.0450 |
| 52W High: | 4/26/2024 | 0.1320 |
| 52W Low: | 12/7/2023 | 0.0340 |
| Avg. price 1W: | 0.1196 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1200 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0683 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.0525 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 33.29% | |
| Volatility 6M: | 62.97% | |
| Volatility 1Y: | 49.08% | |
| Volatility 3Y: | - |
