HSBC WAR. CALL 12/26 SIE/ DE000HS0JPF8 /
| 2024-05-14 5:36:15 PM | Chg.-0.0600 | Bid6:35:57 PM | Ask6:35:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0300EUR | -5.50% | 0.9900 Bid Size: 20,000 |
1.0300 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 260.00 - | 2026-12-16 | Call |
Master data
| WKN: | HS0JPF |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 260.00 - |
| Maturity: | 2026-12-16 |
| Issue date: | 2023-06-15 |
| Last trading day: | 2026-12-15 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 17.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.20 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.22 |
| Parity: | -7.20 |
| Time value: | 1.10 |
| Break-even: | 271.00 |
| Moneyness: | 0.72 |
| Premium: | 0.44 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.04 |
| Spread %: | 3.77% |
| Delta: | 0.31 |
| Theta: | -0.02 |
| Omega: | 5.37 |
| Rho: | 1.25 |
Quote data
| Open: | 1.0900 |
|---|---|
| High: | 1.0900 |
| Low: | 1.0300 |
| Previous Close: | 1.0900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.44% | ||
|---|---|---|---|
| 1 Month | +37.33% | ||
| 3 Months | +74.58% | ||
| YTD | +47.14% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0900 | 0.9000 |
|---|---|---|
| 1M High / 1M Low: | 1.0900 | 0.7700 |
| 6M High / 6M Low: | 1.1300 | 0.3000 |
| High (YTD): | 2024-03-15 | 1.1300 |
| Low (YTD): | 2024-01-09 | 0.5000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8775 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7146 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 82.17% | |
| Volatility 6M: | 93.04% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
