HSBC WAR. CALL 12/24 SQU/ DE000HG765W8 /
| 10/10/2024 9:37:13 PM | Chg.-0.0700 | Bid9:59:14 PM | Ask9:59:14 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9000EUR | -7.22% | 0.9100 Bid Size: 50,000 |
0.9500 Ask Size: 50,000 |
VINCI S.A. INH. EO... | 100.00 - | 12/18/2024 | Call |
Master data
| WKN: | HG765W |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | VINCI S.A. INH. EO 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 12/15/2022 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.90 |
|---|---|
| Intrinsic value: | 0.78 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.18 |
| Parity: | 0.78 |
| Time value: | 0.20 |
| Break-even: | 109.70 |
| Moneyness: | 1.08 |
| Premium: | 0.02 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.01 |
| Spread %: | 1.04% |
| Delta: | 0.80 |
| Theta: | -0.03 |
| Omega: | 8.86 |
| Rho: | 0.14 |
Quote data
| Open: | 0.9400 |
|---|---|
| High: | 0.9400 |
| Low: | 0.8900 |
| Previous Close: | 0.9700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +18.42% | ||
|---|---|---|---|
| 1 Month | -26.83% | ||
| 3 Months | 0.00% | ||
| YTD | -51.09% | ||
| 1 Year | -36.62% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9700 | 0.7400 |
|---|---|---|
| 1M High / 1M Low: | 1.2300 | 0.5900 |
| 6M High / 6M Low: | 1.9900 | 0.5900 |
| High (YTD): | 2/7/2024 | 2.2100 |
| Low (YTD): | 10/3/2024 | 0.5900 |
| 52W High: | 2/7/2024 | 2.2100 |
| 52W Low: | 10/3/2024 | 0.5900 |
| Avg. price 1W: | 0.8340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9886 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1621 | |
| Avg. volume 6M: | 19.7846 | |
| Avg. price 1Y: | 1.4677 | |
| Avg. volume 1Y: | 10.0469 | |
| Volatility 1M: | 204.81% | |
| Volatility 6M: | 153.30% | |
| Volatility 1Y: | 119.12% | |
| Volatility 3Y: | - |
