HSBC WAR. CALL 01/25 HDI/ DE000HG80SM6 /
2024-08-30 9:35:35 PM | Chg.-0.100 | Bid9:59:59 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
6.710EUR | -1.47% | 6.780 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: | 4.86 |
Leverage: | Yes |
Calculated values
Fair value: | 3.82 |
---|---|
Intrinsic value: | 3.13 |
Implied volatility: | 0.63 |
Historic volatility: | 0.18 |
Parity: | 3.13 |
Time value: | 3.68 |
Break-even: | 368.10 |
Moneyness: | 1.10 |
Premium: | 0.11 |
Premium p.a.: | 0.32 |
Spread abs.: | 0.14 |
Spread %: | 2.10% |
Delta: | 0.69 |
Theta: | -0.18 |
Omega: | 3.34 |
Rho: | 0.60 |
Quote data
Open: | 6.710 |
---|---|
High: | 6.860 |
Low: | 6.550 |
Previous Close: | 6.810 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -5.23% | ||
---|---|---|---|
1 Month | -6.15% | ||
3 Months | +55.68% | ||
YTD | +8.23% | ||
1 Year | +16.29% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 7.020 | 6.710 |
---|---|---|
1M High / 1M Low: | 7.150 | 5.070 |
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: | 6.872 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 6.237 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 6.003 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 5.553 | |
Avg. volume 1Y: | 6.570 | |
Volatility 1M: | 108.53% | |
Volatility 6M: | 99.99% | |
Volatility 1Y: | 93.02% | |
Volatility 3Y: | - |