OverviewChartNewsTraderScreen

HSBC Call 2500 PCE1 15.01.2025/  DE000HG81082  /

EUWAX
2024-07-26  8:24:10 AM Chg.-1.21 Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
11.46EUR -9.55% -
Bid Size: -		 -
Ask Size: -		 BOOKING HLDGS DL... 2,500.00 - 2025-01-15 Call
 

Master data

WKN: HG8108
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BOOKING HLDGS DL-,008
Type: Warrant
Option type: Call
Strike price: 2,500.00 -
Maturity: 2025-01-15
Issue date: 2023-02-02
Last trading day: 2025-01-14
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.92
Leverage: Yes

Calculated values

Fair value: 9.55
Intrinsic value: 9.09
Implied volatility: 0.73
Historic volatility: 0.23
Parity: 9.09
Time value: 2.60
Break-even: 3,669.00
Moneyness: 1.36
Premium: 0.08
Premium p.a.: 0.17
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.82
Theta: -1.47
Omega: 2.38
Rho: 7.63
 

Quote data

Open: 11.46
High: 11.46
Low: 11.46
Previous Close: 12.67
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.47%
1 Month
  -23.50%
3 Months  
+4.18%
YTD
  -0.09%
1 Year  
+47.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.29 11.46
1M High / 1M Low: 15.31 11.46
6M High / 6M Low: 15.31 9.69
High (YTD): 2024-07-17 15.31
Low (YTD): 2024-04-19 9.69
52W High: 2024-07-17 15.31
52W Low: 2023-10-27 6.08
Avg. price 1W:   13.07
Avg. volume 1W:   0.00
Avg. price 1M:   14.02
Avg. volume 1M:   0.00
Avg. price 6M:   12.25
Avg. volume 6M:   0.00
Avg. price 1Y:   10.62
Avg. volume 1Y:   .29
Volatility 1M:   70.55%
Volatility 6M:   65.53%
Volatility 1Y:   64.34%
Volatility 3Y:   -