HSBC WAR. CALL 01/25 HDI/ DE000HG80SM6 /
2024-07-26 3:37:28 PM | Chg.+0.290 | Bid3:55:15 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
6.390EUR | +4.75% | 6.480 Bid Size: 55,000 |
- Ask Size: - |
HOME DEPOT INC. D... | 300.00 - | 2025-01-15 | Call |
Master data
WKN: | HG80SM |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | HOME DEPOT INC. DL-,05 |
Type: | Warrant |
Option type: | Call |
Strike price: | 300.00 - |
Maturity: | 2025-01-15 |
Issue date: | 2023-02-02 |
Last trading day: | 2025-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 5.34 |
Leverage: | Yes |
Calculated values
Fair value: | 3.51 |
---|---|
Intrinsic value: | 2.56 |
Implied volatility: | 0.52 |
Historic volatility: | 0.18 |
Parity: | 2.56 |
Time value: | 3.54 |
Break-even: | 361.00 |
Moneyness: | 1.09 |
Premium: | 0.11 |
Premium p.a.: | 0.24 |
Spread abs.: | 0.26 |
Spread %: | 4.45% |
Delta: | 0.68 |
Theta: | -0.14 |
Omega: | 3.61 |
Rho: | 0.75 |
Quote data
Open: | 5.910 |
---|---|
High: | 6.390 |
Low: | 5.910 |
Previous Close: | 6.100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -3.03% | ||
---|---|---|---|
1 Month | +25.54% | ||
3 Months | +31.75% | ||
YTD | +3.06% | ||
1 Year | +14.93% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 6.620 | 5.700 |
---|---|---|
1M High / 1M Low: | 7.350 | 4.290 |
6M High / 6M Low: | 9.800 | 3.640 |
High (YTD): | 2024-03-21 | 9.800 |
Low (YTD): | 2024-05-27 | 3.640 |
52W High: | 2024-03-21 | 9.800 |
52W Low: | 2023-10-27 | 2.300 |
Avg. price 1W: | 6.292 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.588 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 6.178 | |
Avg. volume 6M: | .425 | |
Avg. price 1Y: | 5.484 | |
Avg. volume 1Y: | 6.570 | |
Volatility 1M: | 119.41% | |
Volatility 6M: | 93.76% | |
Volatility 1Y: | 88.31% | |
Volatility 3Y: | - |