HSBC Call 120 PRG 15.01.2025
/ DE000HG5Y9H9
HSBC Call 120 PRG 15.01.2025/ DE000HG5Y9H9 /
7/30/2024 9:35:32 PM |
Chg.-0.780 |
Bid9:59:46 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.080EUR |
-16.05% |
4.070 Bid Size: 50,000 |
- Ask Size: - |
PROCTER GAMBLE |
120.00 - |
1/15/2025 |
Call |
Master data
WKN: |
HG5Y9H |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
PROCTER GAMBLE |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 - |
Maturity: |
1/15/2025 |
Issue date: |
10/7/2022 |
Last trading day: |
1/14/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.91 |
Intrinsic value: |
3.71 |
Implied volatility: |
0.65 |
Historic volatility: |
0.12 |
Parity: |
3.71 |
Time value: |
1.12 |
Break-even: |
168.30 |
Moneyness: |
1.31 |
Premium: |
0.07 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.81 |
Theta: |
-0.06 |
Omega: |
2.63 |
Rho: |
0.36 |
Quote data
Open: |
4.820 |
High: |
4.870 |
Low: |
3.830 |
Previous Close: |
4.860 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.72% |
1 Month |
|
|
-7.06% |
3 Months |
|
|
-5.56% |
YTD |
|
|
+46.76% |
1 Year |
|
|
+2.51% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.860 |
4.570 |
1M High / 1M Low: |
4.860 |
4.140 |
6M High / 6M Low: |
4.860 |
3.600 |
High (YTD): |
7/29/2024 |
4.860 |
Low (YTD): |
1/5/2024 |
2.920 |
52W High: |
7/29/2024 |
4.860 |
52W Low: |
12/15/2023 |
2.670 |
Avg. price 1W: |
|
4.680 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.480 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.230 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.818 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
41.75% |
Volatility 6M: |
|
38.39% |
Volatility 1Y: |
|
49.92% |
Volatility 3Y: |
|
- |