HSBC WAR. CALL 12/24 FRE/ DE000HG1JLS2 /
| 09/07/2024 21:35:21 | Chg.-0.0300 | Bid21:59:37 | Ask21:59:37 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2700EUR | -10.00% | 0.2600 Bid Size: 50,000 |
0.2800 Ask Size: 50,000 |
FRESENIUS SE+CO.KGAA... | 28.00 - | 18/12/2024 | Call |
Master data
| WKN: | HG1JLS |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | FRESENIUS SE+CO.KGAA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 28.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 07/03/2022 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.26 |
|---|---|
| Intrinsic value: | 0.11 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.24 |
| Parity: | 0.11 |
| Time value: | 0.20 |
| Break-even: | 31.00 |
| Moneyness: | 1.04 |
| Premium: | 0.07 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.02 |
| Spread %: | 7.14% |
| Delta: | 0.64 |
| Theta: | -0.01 |
| Omega: | 6.24 |
| Rho: | 0.07 |
Quote data
| Open: | 0.2900 |
|---|---|
| High: | 0.2900 |
| Low: | 0.2700 |
| Previous Close: | 0.3000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.50% | ||
|---|---|---|---|
| 1 Month | -32.50% | ||
| 3 Months | +71.97% | ||
| YTD | -30.77% | ||
| 1 Year | +12.50% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3000 | 0.2400 |
|---|---|---|
| 1M High / 1M Low: | 0.3900 | 0.2300 |
| 6M High / 6M Low: | 0.4100 | 0.1260 |
| High (YTD): | 05/01/2024 | 0.4300 |
| Low (YTD): | 03/04/2024 | 0.1260 |
| 52W High: | 21/09/2023 | 0.5700 |
| 52W Low: | 03/04/2024 | 0.1260 |
| Avg. price 1W: | 0.2720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2867 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2433 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3156 | |
| Avg. volume 1Y: | 8.7137 | |
| Volatility 1M: | 103.57% | |
| Volatility 6M: | 121.51% | |
| Volatility 1Y: | 119.90% | |
| Volatility 3Y: | - |
