HSBC WAR. CALL 12/26 SIE/ DE000HG64195 /
| 2024-05-02 5:36:47 PM | Chg.-0.060 | Bid5:57:44 PM | Ask5:57:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.750EUR | -1.03% | 5.730 Bid Size: 20,000 |
5.770 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 132.00 - | 2026-12-16 | Call |
Master data
| WKN: | HG6419 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 132.00 - |
| Maturity: | 2026-12-16 |
| Issue date: | 2022-11-24 |
| Last trading day: | 2026-12-15 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.03 |
|---|---|
| Intrinsic value: | 4.39 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.22 |
| Parity: | 4.39 |
| Time value: | 1.41 |
| Break-even: | 190.00 |
| Moneyness: | 1.33 |
| Premium: | 0.08 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.04 |
| Spread %: | 0.69% |
| Delta: | 0.94 |
| Theta: | -0.01 |
| Omega: | 2.85 |
| Rho: | 2.82 |
Quote data
| Open: | 5.810 |
|---|---|
| High: | 5.810 |
| Low: | 5.670 |
| Previous Close: | 5.810 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.86% | ||
|---|---|---|---|
| 1 Month | +0.88% | ||
| 3 Months | +22.86% | ||
| YTD | +17.59% | ||
| 1 Year | +49.35% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 5.920 | 5.590 |
|---|---|---|
| 1M High / 1M Low: | 5.920 | 5.430 |
| 6M High / 6M Low: | 6.600 | 2.170 |
| High (YTD): | 2024-03-15 | 6.600 |
| Low (YTD): | 2024-01-17 | 4.050 |
| 52W High: | 2024-03-15 | 6.600 |
| 52W Low: | 2023-10-26 | 1.790 |
| Avg. price 1W: | 5.808 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.657 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.790 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.154 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 43.61% | |
| Volatility 6M: | 56.20% | |
| Volatility 1Y: | 64.27% | |
| Volatility 3Y: | - |
