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HSBC Call 217.667 HNR1 18.12.2024/  DE000HG63SN0  /

Frankfurt Zert./HSBC
11/15/2024  9:35:24 PM Chg.-0.080 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
2.490EUR -3.11% 2.520
Bid Size: 9,910		 2.600
Ask Size: 9,910		 HANNOVER RUECK SE NA... 217.667 EUR 12/18/2024 Call
 

Master data

WKN: HG63SN
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: HANNOVER RUECK SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 217.67 EUR
Maturity: 12/18/2024
Issue date: 11/24/2022
Last trading day: 12/17/2024
Ratio: 9.9:1
Exercise type: American
Quanto: -
Gearing: 9.41
Leverage: Yes

Calculated values

Fair value: 2.46
Intrinsic value: 2.38
Implied volatility: 0.32
Historic volatility: 0.20
Parity: 2.38
Time value: 0.21
Break-even: 243.31
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.08
Spread %: 3.19%
Delta: 0.87
Theta: -0.09
Omega: 8.22
Rho: 0.16
 

Quote data

Open: 2.470
High: 2.570
Low: 2.370
Previous Close: 2.570
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.41%
1 Month
  -38.52%
3 Months
  -23.38%
YTD  
+41.48%
1 Year  
+70.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.010 2.430
1M High / 1M Low: 4.180 2.290
6M High / 6M Low: 4.730 1.100
High (YTD): 10/15/2024 4.730
Low (YTD): 8/6/2024 1.100
52W High: 10/15/2024 4.730
52W Low: 8/6/2024 1.100
Avg. price 1W:   2.598
Avg. volume 1W:   0.000
Avg. price 1M:   2.898
Avg. volume 1M:   0.000
Avg. price 6M:   2.974
Avg. volume 6M:   159.939
Avg. price 1Y:   2.726
Avg. volume 1Y:   82.165
Volatility 1M:   146.34%
Volatility 6M:   156.04%
Volatility 1Y:   138.49%
Volatility 3Y:   -