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HSBC Call 145 SIE 15.12.2027/  DE000HG7SEY3  /

Frankfurt Zert./HSBC
2024-05-03  9:35:43 PM Chg.+0.120 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
5.350EUR +2.29% 5.360
Bid Size: 20,000		 5.410
Ask Size: 20,000		 SIEMENS AG NA O.N. 145.00 - 2027-12-15 Call
 

Master data

WKN: HG7SEY
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 2027-12-15
Issue date: 2023-01-18
Last trading day: 2027-12-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.28
Leverage: Yes

Calculated values

Fair value: 5.88
Intrinsic value: 3.26
Implied volatility: 0.15
Historic volatility: 0.22
Parity: 3.26
Time value: 2.15
Break-even: 199.10
Moneyness: 1.22
Premium: 0.12
Premium p.a.: 0.03
Spread abs.: 0.05
Spread %: 0.93%
Delta: 0.91
Theta: -0.01
Omega: 2.98
Rho: 3.87
 

Quote data

Open: 5.260
High: 5.440
Low: 5.190
Previous Close: 5.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.37%
1 Month  
+8.52%
3 Months  
+28.92%
YTD  
+20.77%
1 Year  
+40.79%
3 Years     -
5 Years     -
1W High / 1W Low: 5.370 5.230
1M High / 1M Low: 5.370 4.890
6M High / 6M Low: 6.030 2.070
High (YTD): 2024-03-15 6.030
Low (YTD): 2024-01-17 3.650
52W High: 2024-03-15 6.030
52W Low: 2023-10-26 1.710
Avg. price 1W:   5.308
Avg. volume 1W:   0.000
Avg. price 1M:   5.140
Avg. volume 1M:   0.000
Avg. price 6M:   4.398
Avg. volume 6M:   0.000
Avg. price 1Y:   3.809
Avg. volume 1Y:   0.000
Volatility 1M:   44.13%
Volatility 6M:   55.94%
Volatility 1Y:   64.63%
Volatility 3Y:   -