HSBC WAR. CALL 01/25 HDI/ DE000HG80SR5 /
2024-08-30 9:35:21 PM | Chg.-0.0800 | Bid9:59:55 PM | Ask9:59:55 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8300EUR | -8.79% | 0.8400 Bid Size: 55,000 |
0.8600 Ask Size: 55,000 |
HOME DEPOT INC. D... | 400.00 - | 2025-01-15 | Call |
Master data
WKN: | HG80SR |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | HOME DEPOT INC. DL-,05 |
Type: | Warrant |
Option type: | Call |
Strike price: | 400.00 - |
Maturity: | 2025-01-15 |
Issue date: | 2023-02-02 |
Last trading day: | 2025-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 37.65 |
Leverage: | Yes |
Calculated values
Fair value: | 0.10 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.35 |
Historic volatility: | 0.18 |
Parity: | -6.87 |
Time value: | 0.88 |
Break-even: | 408.80 |
Moneyness: | 0.83 |
Premium: | 0.23 |
Premium p.a.: | 0.74 |
Spread abs.: | 0.02 |
Spread %: | 2.33% |
Delta: | 0.24 |
Theta: | -0.09 |
Omega: | 8.89 |
Rho: | 0.26 |
Quote data
Open: | 0.8700 |
---|---|
High: | 0.9200 |
Low: | 0.8000 |
Previous Close: | 0.9100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -19.42% | ||
---|---|---|---|
1 Month | -36.64% | ||
3 Months | +88.64% | ||
YTD | -41.13% | ||
1 Year | -46.10% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0200 | 0.8300 |
---|---|---|
1M High / 1M Low: | 1.3100 | 0.5900 |
6M High / 6M Low: | 3.0600 | 0.3400 |
High (YTD): | 2024-03-21 | 3.0600 |
Low (YTD): | 2024-05-27 | 0.3400 |
52W High: | 2024-03-21 | 3.0600 |
52W Low: | 2024-05-27 | 0.3400 |
Avg. price 1W: | 0.9360 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8787 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.0566 | |
Avg. volume 6M: | 14.8527 | |
Avg. price 1Y: | 1.0724 | |
Avg. volume 1Y: | 7.4844 | |
Volatility 1M: | 211.85% | |
Volatility 6M: | 199.51% | |
Volatility 1Y: | 171.95% | |
Volatility 3Y: | - |