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HSBC Call 250 SIE 15.12.2027/  DE000HG7SFE2  /

Frankfurt Zert./HSBC
2024-04-26  9:35:19 PM Chg.+0.120 Bid9:45:57 PM Ask9:45:57 PM Underlying Strike price Expiration date Option type
1.450EUR +9.02% 1.460
Bid Size: 20,000		 1.510
Ask Size: 20,000		 SIEMENS AG NA O.N. 250.00 - 2027-12-15 Call
 

Master data

WKN: HG7SFE
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2027-12-15
Issue date: 2023-01-18
Last trading day: 2027-12-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.76
Leverage: Yes

Calculated values

Fair value: 1.67
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.22
Parity: -7.24
Time value: 1.51
Break-even: 265.10
Moneyness: 0.71
Premium: 0.49
Premium p.a.: 0.12
Spread abs.: 0.05
Spread %: 3.42%
Delta: 0.38
Theta: -0.02
Omega: 4.46
Rho: 1.90
 

Quote data

Open: 1.360
High: 1.470
Low: 1.360
Previous Close: 1.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.40%
1 Month  
+2.84%
3 Months  
+29.46%
YTD  
+22.88%
1 Year  
+43.56%
3 Years     -
5 Years     -
1W High / 1W Low: 1.450 1.330
1M High / 1M Low: 1.450 1.230
6M High / 6M Low: 1.760 0.410
High (YTD): 2024-03-15 1.760
Low (YTD): 2024-01-17 0.880
52W High: 2024-03-15 1.760
52W Low: 2023-10-20 0.320
Avg. price 1W:   1.372
Avg. volume 1W:   0.000
Avg. price 1M:   1.337
Avg. volume 1M:   0.000
Avg. price 6M:   1.114
Avg. volume 6M:   0.000
Avg. price 1Y:   0.934
Avg. volume 1Y:   0.000
Volatility 1M:   75.82%
Volatility 6M:   84.07%
Volatility 1Y:   92.30%
Volatility 3Y:   -