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HSBC Call 50 BNP 18.12.2024/  DE000HG763S1  /

Frankfurt Zert./HSBC
2024-11-12  9:00:48 PM Chg.-0.110 Bid2024-11-12 Ask2024-11-12 Underlying Strike price Expiration date Option type
0.960EUR -10.28% 0.960
Bid Size: 50,000		 1.020
Ask Size: 50,000		 BNP PARIBAS INH. ... 50.00 - 2024-12-18 Call
 

Master data

WKN: HG763S
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-12-18
Issue date: 2022-12-15
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.39
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 1.09
Implied volatility: 0.42
Historic volatility: 0.24
Parity: 1.09
Time value: 0.04
Break-even: 61.30
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 5.61%
Delta: 0.94
Theta: -0.02
Omega: 5.08
Rho: 0.05
 

Quote data

Open: 1.020
High: 1.040
Low: 0.920
Previous Close: 1.070
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -24.41%
1 Month
  -23.81%
3 Months
  -9.43%
YTD
  -32.39%
1 Year  
+5.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.270 0.940
1M High / 1M Low: 1.640 0.940
6M High / 6M Low: 2.270 0.940
High (YTD): 2024-05-20 2.270
Low (YTD): 2024-02-13 0.570
52W High: 2024-05-20 2.270
52W Low: 2024-02-13 0.570
Avg. price 1W:   1.084
Avg. volume 1W:   0.000
Avg. price 1M:   1.390
Avg. volume 1M:   0.000
Avg. price 6M:   1.419
Avg. volume 6M:   0.000
Avg. price 1Y:   1.322
Avg. volume 1Y:   0.000
Volatility 1M:   113.52%
Volatility 6M:   101.98%
Volatility 1Y:   98.82%
Volatility 3Y:   -