HSBC Call 40 RNL 18.12.2024/  DE000HG76579  /

Frankfurt Zert./HSBC
19/11/2024  19:35:27 Chg.-0.010 Bid19/11/2024 Ask19/11/2024 Underlying Strike price Expiration date Option type
0.240EUR -4.00% 0.240
Bid Size: 50,000
0.260
Ask Size: 50,000
RENAULT INH. EO... 40.00 - 18/12/2024 Call
 

Master data

WKN: HG7657
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 18/12/2024
Issue date: 15/12/2022
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.49
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.18
Implied volatility: 0.34
Historic volatility: 0.29
Parity: 0.18
Time value: 0.09
Break-even: 42.70
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.30
Spread abs.: 0.02
Spread %: 8.00%
Delta: 0.71
Theta: -0.03
Omega: 10.95
Rho: 0.02
 

Quote data

Open: 0.250
High: 0.270
Low: 0.175
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month
  -7.69%
3 Months
  -41.46%
YTD
  -35.14%
1 Year
  -20.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.184
1M High / 1M Low: 0.440 0.184
6M High / 6M Low: 1.510 0.093
High (YTD): 31/05/2024 1.510
Low (YTD): 03/10/2024 0.093
52W High: 31/05/2024 1.510
52W Low: 03/10/2024 0.093
Avg. price 1W:   0.217
Avg. volume 1W:   0.000
Avg. price 1M:   0.270
Avg. volume 1M:   0.000
Avg. price 6M:   0.614
Avg. volume 6M:   396.947
Avg. price 1Y:   0.578
Avg. volume 1Y:   203.922
Volatility 1M:   287.19%
Volatility 6M:   219.02%
Volatility 1Y:   183.63%
Volatility 3Y:   -