HSBC WAR. CALL 12/27 DBK/ DE000HG8THG9 /
| 2024-06-06 9:35:42 PM | Chg.+0.0100 | Bid9:55:25 PM | Ask9:55:25 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5600EUR | +1.82% | 0.5500 Bid Size: 50,000 |
0.5800 Ask Size: 50,000 |
DEUTSCHE BANK AG NA ... | 11.00 - | 2027-12-15 | Call |
Master data
| WKN: | HG8THG |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | DEUTSCHE BANK AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.00 - |
| Maturity: | 2027-12-15 |
| Issue date: | 2023-03-16 |
| Last trading day: | 2027-12-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.59 |
|---|---|
| Intrinsic value: | 0.40 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.26 |
| Parity: | 0.40 |
| Time value: | 0.17 |
| Break-even: | 16.70 |
| Moneyness: | 1.36 |
| Premium: | 0.11 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.03 |
| Spread %: | 5.56% |
| Delta: | 0.90 |
| Theta: | 0.00 |
| Omega: | 2.37 |
| Rho: | 0.27 |
Quote data
| Open: | 0.5500 |
|---|---|
| High: | 0.5600 |
| Low: | 0.5500 |
| Previous Close: | 0.5500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.08% | ||
|---|---|---|---|
| 1 Month | -1.75% | ||
| 3 Months | +64.71% | ||
| YTD | +60.00% | ||
| 1 Year | +93.10% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5900 | 0.5500 |
|---|---|---|
| 1M High / 1M Low: | 0.6200 | 0.5500 |
| 6M High / 6M Low: | 0.6700 | 0.2800 |
| High (YTD): | 2024-04-26 | 0.6700 |
| Low (YTD): | 2024-02-12 | 0.2800 |
| 52W High: | 2024-04-26 | 0.6700 |
| 52W Low: | 2023-10-24 | 0.2100 |
| Avg. price 1W: | 0.5720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5983 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4277 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3370 | |
| Avg. volume 1Y: | 7.8125 | |
| Volatility 1M: | 40.18% | |
| Volatility 6M: | 58.73% | |
| Volatility 1Y: | 55.09% | |
| Volatility 3Y: | - |
