HSBC WAR. CALL 12/27 DBK/ DE000HG7S7Y4 /
| 6/7/2024 9:36:14 PM | Chg.0.0000 | Bid9:59:02 PM | Ask9:59:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1380EUR | 0.00% | 0.1280 Bid Size: 50,000 |
0.1600 Ask Size: 50,000 |
DEUTSCHE BANK AG NA ... | 25.00 - | 12/15/2027 | Call |
Master data
| WKN: | HG7S7Y |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | DEUTSCHE BANK AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 12/15/2027 |
| Issue date: | 1/18/2023 |
| Last trading day: | 12/14/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.12 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.26 |
| Parity: | -0.97 |
| Time value: | 0.16 |
| Break-even: | 26.60 |
| Moneyness: | 0.61 |
| Premium: | 0.74 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.03 |
| Spread %: | 25.00% |
| Delta: | 0.36 |
| Theta: | 0.00 |
| Omega: | 3.44 |
| Rho: | 0.14 |
Quote data
| Open: | 0.1380 |
|---|---|
| High: | 0.1380 |
| Low: | 0.1380 |
| Previous Close: | 0.1380 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.48% | ||
|---|---|---|---|
| 1 Month | -11.54% | ||
| 3 Months | +122.58% | ||
| YTD | +122.58% | ||
| 1 Year | +109.09% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1460 | 0.1380 |
|---|---|---|
| 1M High / 1M Low: | 0.1570 | 0.1380 |
| 6M High / 6M Low: | 0.1740 | 0.0510 |
| High (YTD): | 4/26/2024 | 0.1740 |
| Low (YTD): | 2/29/2024 | 0.0570 |
| 52W High: | 4/26/2024 | 0.1740 |
| 52W Low: | 11/1/2023 | 0.0420 |
| Avg. price 1W: | 0.1410 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1520 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0935 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.0699 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 25.59% | |
| Volatility 6M: | 65.14% | |
| Volatility 1Y: | 51.78% | |
| Volatility 3Y: | - |
