HSBC WAR. CALL 12/26 SIE/ DE000HG7SET3 /
| 2024-06-07 9:36:17 PM | Chg.-0.0700 | Bid9:55:15 PM | Ask9:55:15 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0400EUR | -6.31% | 1.0300 Bid Size: 20,000 |
1.0700 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 235.00 - | 2026-12-16 | Call |
Master data
| WKN: | HG7SET |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 235.00 - |
| Maturity: | 2026-12-16 |
| Issue date: | 2023-01-18 |
| Last trading day: | 2026-12-15 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.83 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.29 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.23 |
| Parity: | -5.93 |
| Time value: | 1.11 |
| Break-even: | 246.10 |
| Moneyness: | 0.75 |
| Premium: | 0.40 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.04 |
| Spread %: | 3.74% |
| Delta: | 0.34 |
| Theta: | -0.02 |
| Omega: | 5.33 |
| Rho: | 1.21 |
Quote data
| Open: | 1.1100 |
|---|---|
| High: | 1.1100 |
| Low: | 1.0200 |
| Previous Close: | 1.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.14% | ||
|---|---|---|---|
| 1 Month | -20.00% | ||
| 3 Months | -27.27% | ||
| YTD | +1.96% | ||
| 1 Year | -7.96% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1700 | 1.0600 |
|---|---|---|
| 1M High / 1M Low: | 1.5600 | 1.0400 |
| 6M High / 6M Low: | 1.6000 | 0.7500 |
| High (YTD): | 2024-03-15 | 1.6000 |
| Low (YTD): | 2024-01-17 | 0.7500 |
| 52W High: | 2024-03-15 | 1.6000 |
| 52W Low: | 2023-10-23 | 0.2800 |
| Avg. price 1W: | 1.1240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2204 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1082 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.8353 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 122.11% | |
| Volatility 6M: | 92.72% | |
| Volatility 1Y: | 93.39% | |
| Volatility 3Y: | - |
