HSBC WAR. CALL 12/26 SIE/ DE000HG641A7 /
| 2024-05-02 9:35:39 PM | Chg.-0.060 | Bid9:59:37 PM | Ask9:59:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.340EUR | -1.11% | 5.320 Bid Size: 20,000 |
5.360 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 138.00 - | 2026-12-16 | Call |
Master data
| WKN: | HG641A |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 138.00 - |
| Maturity: | 2026-12-16 |
| Issue date: | 2022-11-24 |
| Last trading day: | 2026-12-15 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.27 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.59 |
|---|---|
| Intrinsic value: | 3.79 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.22 |
| Parity: | 3.79 |
| Time value: | 1.59 |
| Break-even: | 191.80 |
| Moneyness: | 1.27 |
| Premium: | 0.09 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.04 |
| Spread %: | 0.75% |
| Delta: | 0.91 |
| Theta: | -0.02 |
| Omega: | 2.96 |
| Rho: | 2.77 |
Quote data
| Open: | 5.400 |
|---|---|
| High: | 5.400 |
| Low: | 5.260 |
| Previous Close: | 5.400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.91% | ||
|---|---|---|---|
| 1 Month | -0.37% | ||
| 3 Months | +24.19% | ||
| YTD | +18.67% | ||
| 1 Year | +45.50% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 5.500 | 5.340 |
|---|---|---|
| 1M High / 1M Low: | 5.500 | 5.020 |
| 6M High / 6M Low: | 6.180 | 1.940 |
| High (YTD): | 2024-03-15 | 6.180 |
| Low (YTD): | 2024-01-17 | 3.690 |
| 52W High: | 2024-03-15 | 6.180 |
| 52W Low: | 2023-10-26 | 1.600 |
| Avg. price 1W: | 5.433 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.247 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.442 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 3.819 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 45.25% | |
| Volatility 6M: | 58.99% | |
| Volatility 1Y: | 67.32% | |
| Volatility 3Y: | - |
