HSBC WAR. CALL 06/24 SIE/ DE000HG1JVG6 /
| 2024-05-03 9:36:25 PM | Chg.+0.200 | Bid9:58:16 PM | Ask9:58:16 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.330EUR | +3.26% | 6.300 Bid Size: 20,000 |
6.360 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 115.00 - | 2024-06-19 | Call |
Master data
| WKN: | HG1JVG |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 115.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-03-07 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.32 |
|---|---|
| Intrinsic value: | 6.26 |
| Implied volatility: | 0.67 |
| Historic volatility: | 0.22 |
| Parity: | 6.26 |
| Time value: | 0.10 |
| Break-even: | 178.60 |
| Moneyness: | 1.54 |
| Premium: | 0.01 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.06 |
| Spread %: | 0.95% |
| Delta: | 0.98 |
| Theta: | -0.04 |
| Omega: | 2.72 |
| Rho: | 0.14 |
Quote data
| Open: | 6.130 |
|---|---|
| High: | 6.330 |
| Low: | 6.100 |
| Previous Close: | 6.130 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.32% | ||
|---|---|---|---|
| 1 Month | +7.65% | ||
| 3 Months | +25.35% | ||
| YTD | +14.88% | ||
| 1 Year | +48.94% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 6.360 | 6.130 |
|---|---|---|
| 1M High / 1M Low: | 6.360 | 5.800 |
| 6M High / 6M Low: | 7.160 | 1.830 |
| High (YTD): | 2024-03-15 | 7.160 |
| Low (YTD): | 2024-01-17 | 4.420 |
| 52W High: | 2024-03-15 | 7.160 |
| 52W Low: | 2023-10-26 | 1.380 |
| Avg. price 1W: | 6.253 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.060 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.237 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.332 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 46.91% | |
| Volatility 6M: | 69.12% | |
| Volatility 1Y: | 79.34% | |
| Volatility 3Y: | - |
