HSBC WAR. CALL 01/25 HDI/ DE000HG80SN4 /
30/08/2024 21:36:13 | Chg.-0.130 | Bid21:59:59 | Ask21:59:59 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.120EUR | -2.48% | 5.190 Bid Size: 55,000 |
5.220 Ask Size: 55,000 |
HOME DEPOT INC. D... | 320.00 - | 15/01/2025 | Call |
Master data
WKN: | HG80SN |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | HOME DEPOT INC. DL-,05 |
Type: | Warrant |
Option type: | Call |
Strike price: | 320.00 - |
Maturity: | 15/01/2025 |
Issue date: | 02/02/2023 |
Last trading day: | 14/01/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 6.39 |
Leverage: | Yes |
Calculated values
Fair value: | 2.52 |
---|---|
Intrinsic value: | 1.36 |
Implied volatility: | 0.54 |
Historic volatility: | 0.18 |
Parity: | 1.36 |
Time value: | 3.86 |
Break-even: | 372.20 |
Moneyness: | 1.04 |
Premium: | 0.12 |
Premium p.a.: | 0.34 |
Spread abs.: | 0.03 |
Spread %: | 0.58% |
Delta: | 0.63 |
Theta: | -0.17 |
Omega: | 4.03 |
Rho: | 0.59 |
Quote data
Open: | 5.140 |
---|---|
High: | 5.270 |
Low: | 5.000 |
Previous Close: | 5.250 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -6.91% | ||
---|---|---|---|
1 Month | -9.38% | ||
3 Months | +67.87% | ||
YTD | +4.07% | ||
1 Year | +10.82% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.470 | 5.120 |
---|---|---|
1M High / 1M Low: | 5.650 | 3.730 |
6M High / 6M Low: | 8.230 | 2.500 |
High (YTD): | 21/03/2024 | 8.230 |
Low (YTD): | 27/05/2024 | 2.500 |
52W High: | 21/03/2024 | 8.230 |
52W Low: | 27/10/2023 | 1.640 |
Avg. price 1W: | 5.314 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 4.771 | |
Avg. volume 1M: | 27.565 | |
Avg. price 6M: | 4.619 | |
Avg. volume 6M: | 4.915 | |
Avg. price 1Y: | 4.296 | |
Avg. volume 1Y: | 4.004 | |
Volatility 1M: | 125.72% | |
Volatility 6M: | 118.85% | |
Volatility 1Y: | 108.39% | |
Volatility 3Y: | - |