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HSBC Call 138 SIE 16.12.2026/  DE000HG641A7  /

EUWAX
2024-05-17  8:25:18 AM Chg.-0.51 Bid1:36:32 PM Ask1:36:32 PM Underlying Strike price Expiration date Option type
5.21EUR -8.92% 4.93
Bid Size: 50,000		 4.96
Ask Size: 50,000		 SIEMENS AG NA O.N. 138.00 - 2026-12-16 Call
 

Master data

WKN: HG641A
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 138.00 -
Maturity: 2026-12-16
Issue date: 2022-11-24
Last trading day: 2026-12-15
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.35
Leverage: Yes

Calculated values

Fair value: 5.54
Intrinsic value: 3.70
Implied volatility: 0.17
Historic volatility: 0.23
Parity: 3.70
Time value: 1.53
Break-even: 190.30
Moneyness: 1.27
Premium: 0.09
Premium p.a.: 0.03
Spread abs.: 0.04
Spread %: 0.77%
Delta: 0.91
Theta: -0.02
Omega: 3.05
Rho: 2.76
 

Quote data

Open: 5.21
High: 5.21
Low: 5.21
Previous Close: 5.72
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.88%
1 Month  
+1.76%
3 Months  
+12.77%
YTD  
+18.14%
1 Year  
+31.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.35 5.72
1M High / 1M Low: 6.35 5.12
6M High / 6M Low: 6.35 3.03
High (YTD): 2024-05-13 6.35
Low (YTD): 2024-01-17 3.69
52W High: 2024-05-13 6.35
52W Low: 2023-10-26 1.60
Avg. price 1W:   6.10
Avg. volume 1W:   0.00
Avg. price 1M:   5.54
Avg. volume 1M:   0.00
Avg. price 6M:   4.71
Avg. volume 6M:   0.00
Avg. price 1Y:   3.88
Avg. volume 1Y:   0.00
Volatility 1M:   46.28%
Volatility 6M:   49.32%
Volatility 1Y:   67.46%
Volatility 3Y:   -