HSBC WAR. CALL 01/25 PRG/ DE000HG5Y9H9 /
| 27/05/2024 21:37:33 | Chg.-0.0100 | Bid21:59:34 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.4300EUR | -0.23% | 4.4300 Bid Size: 50,000 |
- Ask Size: - |
PROCTER GAMBLE | 120.00 - | 15/01/2025 | Call |
Master data
| WKN: | HG5Y9H |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | PROCTER GAMBLE |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 07/10/2022 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.53 |
|---|---|
| Intrinsic value: | 3.24 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.12 |
| Parity: | 3.24 |
| Time value: | 1.20 |
| Break-even: | 164.40 |
| Moneyness: | 1.27 |
| Premium: | 0.08 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.01 |
| Spread %: | 0.23% |
| Delta: | 0.80 |
| Theta: | -0.05 |
| Omega: | 2.74 |
| Rho: | 0.49 |
Quote data
| Open: | 4.4100 |
|---|---|
| High: | 4.4300 |
| Low: | 4.3900 |
| Previous Close: | 4.4400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.90% | ||
|---|---|---|---|
| 1 Month | +5.48% | ||
| 3 Months | +11.87% | ||
| YTD | +59.35% | ||
| 1 Year | +36.31% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.6800 | 4.4400 |
|---|---|---|
| 1M High / 1M Low: | 4.6800 | 4.1800 |
| 6M High / 6M Low: | 4.6800 | 2.6800 |
| High (YTD): | 22/05/2024 | 4.6800 |
| Low (YTD): | 05/01/2024 | 2.9200 |
| 52W High: | 22/05/2024 | 4.6800 |
| 52W Low: | 15/12/2023 | 2.6800 |
| Avg. price 1W: | 4.5820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.5042 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.7451 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.6266 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 31.04% | |
| Volatility 6M: | 52.57% | |
| Volatility 1Y: | 49.50% | |
| Volatility 3Y: | - |
