HSBC Call 35 RNL 18.12.2024
/ DE000HG76561
HSBC Call 35 RNL 18.12.2024/ DE000HG76561 /
19/11/2024 19:35:27 |
Chg.-0.010 |
Bid19/11/2024 |
Ask19/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
-1.52% |
0.650 Bid Size: 50,000 |
0.710 Ask Size: 50,000 |
RENAULT INH. EO... |
35.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HG7656 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
RENAULT INH. EO 3,81 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 - |
Maturity: |
18/12/2024 |
Issue date: |
15/12/2022 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.69 |
Intrinsic value: |
0.68 |
Implied volatility: |
0.52 |
Historic volatility: |
0.29 |
Parity: |
0.68 |
Time value: |
0.04 |
Break-even: |
42.20 |
Moneyness: |
1.20 |
Premium: |
0.01 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.06 |
Spread %: |
9.09% |
Delta: |
0.91 |
Theta: |
-0.02 |
Omega: |
5.26 |
Rho: |
0.02 |
Quote data
Open: |
0.670 |
High: |
0.690 |
Low: |
0.570 |
Previous Close: |
0.660 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+8.33% |
1 Month |
|
|
+6.56% |
3 Months |
|
|
-15.58% |
YTD |
|
|
+8.33% |
1 Year |
|
|
+27.45% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.660 |
0.560 |
1M High / 1M Low: |
0.850 |
0.560 |
6M High / 6M Low: |
1.960 |
0.300 |
High (YTD): |
31/05/2024 |
1.960 |
Low (YTD): |
03/10/2024 |
0.300 |
52W High: |
31/05/2024 |
1.960 |
52W Low: |
03/10/2024 |
0.300 |
Avg. price 1W: |
|
0.608 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.653 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.996 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.915 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
161.26% |
Volatility 6M: |
|
144.22% |
Volatility 1Y: |
|
128.48% |
Volatility 3Y: |
|
- |