HSBC WAR. CALL 12/24 GOB/ DE000HS4X7A5 /
06/09/2024 11:35:21 | Chg.-0.0500 | Bid13:32:37 | Ask13:32:37 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5900EUR | -7.81% | 0.5800 Bid Size: 50,000 |
0.5900 Ask Size: 50,000 |
ST GOBAIN ... | 75.00 EUR | 20/12/2024 | Call |
Master data
WKN: | HS4X7A |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | ST GOBAIN EO 4 |
Type: | Warrant |
Option type: | Call |
Strike price: | 75.00 EUR |
Maturity: | 20/12/2024 |
Issue date: | 19/02/2024 |
Last trading day: | 19/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 11.88 |
Leverage: | Yes |
Calculated values
Fair value: | 0.55 |
---|---|
Intrinsic value: | 0.22 |
Implied volatility: | 0.30 |
Historic volatility: | 0.24 |
Parity: | 0.22 |
Time value: | 0.43 |
Break-even: | 81.50 |
Moneyness: | 1.03 |
Premium: | 0.06 |
Premium p.a.: | 0.21 |
Spread abs.: | 0.03 |
Spread %: | 4.84% |
Delta: | 0.63 |
Theta: | -0.03 |
Omega: | 7.46 |
Rho: | 0.12 |
Quote data
Open: | 0.6200 |
---|---|
High: | 0.6200 |
Low: | 0.5800 |
Previous Close: | 0.6400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -19.18% | ||
---|---|---|---|
1 Month | +37.21% | ||
3 Months | -33.71% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.7400 | 0.6100 |
---|---|---|
1M High / 1M Low: | 0.7400 | 0.4300 |
6M High / 6M Low: | 1.1000 | 0.3500 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.6800 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5870 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.6560 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 93.51% | |
Volatility 6M: | 163.80% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |