HSBC WAR. CALL 12/24 FRE/ DE000HG1JLS2 /
| 8/2/2024 9:37:10 PM | Chg.-0.0400 | Bid9:58:44 PM | Ask9:58:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4500EUR | -8.16% | 0.4300 Bid Size: 20,000 |
0.4600 Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... | 28.00 - | 12/18/2024 | 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: | 12/18/2024 |
| Issue date: | 3/7/2022 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.42 |
|---|---|
| Intrinsic value: | 0.33 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.24 |
| Parity: | 0.33 |
| Time value: | 0.13 |
| Break-even: | 32.60 |
| Moneyness: | 1.12 |
| Premium: | 0.04 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.03 |
| Spread %: | 6.98% |
| Delta: | 0.77 |
| Theta: | -0.01 |
| Omega: | 5.26 |
| Rho: | 0.07 |
Quote data
| Open: | 0.4600 |
|---|---|
| High: | 0.4600 |
| Low: | 0.4500 |
| Previous Close: | 0.4900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.16% | ||
|---|---|---|---|
| 1 Month | +80.00% | ||
| 3 Months | +55.17% | ||
| YTD | +15.38% | ||
| 1 Year | +7.14% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5800 | 0.4500 |
|---|---|---|
| 1M High / 1M Low: | 0.5800 | 0.2500 |
| 6M High / 6M Low: | 0.5800 | 0.1260 |
| High (YTD): | 7/31/2024 | 0.5800 |
| Low (YTD): | 4/3/2024 | 0.1260 |
| 52W High: | 7/31/2024 | 0.5800 |
| 52W Low: | 4/3/2024 | 0.1260 |
| Avg. price 1W: | 0.4980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3730 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2615 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3181 | |
| Avg. volume 1Y: | 8.6797 | |
| Volatility 1M: | 140.29% | |
| Volatility 6M: | 128.22% | |
| Volatility 1Y: | 119.66% | |
| Volatility 3Y: | - |
