HSBC WAR. CALL 06/26 SIE/ DE000HS0JPE1 /
| 2024-05-28 3:36:21 PM | Chg.+0.0300 | Bid4:33:15 PM | Ask4:33:15 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6700EUR | +4.69% | 0.6100 Bid Size: 50,000 |
0.6500 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 250.00 - | 2026-06-17 | Call |
Master data
| WKN: | HS0JPE |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 2026-06-17 |
| Issue date: | 2023-06-15 |
| Last trading day: | 2026-06-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 25.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.81 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.23 |
| Parity: | -7.11 |
| Time value: | 0.69 |
| Break-even: | 256.90 |
| Moneyness: | 0.72 |
| Premium: | 0.44 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.08 |
| Spread %: | 13.11% |
| Delta: | 0.25 |
| Theta: | -0.02 |
| Omega: | 6.37 |
| Rho: | 0.76 |
Quote data
| Open: | 0.6400 |
|---|---|
| High: | 0.6800 |
| Low: | 0.6400 |
| Previous Close: | 0.6400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +24.07% | ||
|---|---|---|---|
| 1 Month | -9.46% | ||
| 3 Months | -20.24% | ||
| YTD | +4.69% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6400 | 0.5400 |
|---|---|---|
| 1M High / 1M Low: | 0.8900 | 0.5400 |
| 6M High / 6M Low: | 1.0200 | 0.3600 |
| High (YTD): | 2024-03-15 | 1.0200 |
| Low (YTD): | 2024-01-17 | 0.4500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7000 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6369 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 131.24% | |
| Volatility 6M: | 105.30% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
