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HSBC Call 260 SIE 15.12.2027/  DE000HG7SFF9  /

EUWAX
2024-05-14  8:16:54 AM Chg.-0.04 Bid3:13:53 PM Ask3:13:53 PM Underlying Strike price Expiration date Option type
1.58EUR -2.47% 1.56
Bid Size: 50,000		 1.59
Ask Size: 50,000		 SIEMENS AG NA O.N. 260.00 - 2027-12-15 Call
 

Master data

WKN: HG7SFF
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 2027-12-15
Issue date: 2023-01-18
Last trading day: 2027-12-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.39
Leverage: Yes

Calculated values

Fair value: 1.86
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.22
Parity: -7.20
Time value: 1.65
Break-even: 276.50
Moneyness: 0.72
Premium: 0.47
Premium p.a.: 0.11
Spread abs.: 0.05
Spread %: 3.13%
Delta: 0.39
Theta: -0.02
Omega: 4.45
Rho: 2.04
 

Quote data

Open: 1.58
High: 1.58
Low: 1.58
Previous Close: 1.62
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.33%
1 Month  
+30.58%
3 Months  
+71.74%
YTD  
+58.00%
1 Year  
+79.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.62 1.34
1M High / 1M Low: 1.62 1.15
6M High / 6M Low: 1.62 0.51
High (YTD): 2024-05-13 1.62
Low (YTD): 2024-01-17 0.77
52W High: 2024-05-13 1.62
52W Low: 2023-10-20 0.27
Avg. price 1W:   1.44
Avg. volume 1W:   200
Avg. price 1M:   1.27
Avg. volume 1M:   50
Avg. price 6M:   1.06
Avg. volume 6M:   8.06
Avg. price 1Y:   0.84
Avg. volume 1Y:   3.92
Volatility 1M:   72.86%
Volatility 6M:   82.83%
Volatility 1Y:   94.70%
Volatility 3Y:   -