HSBC WAR. CALL 12/27 SIE/ DE000HG7SFF9 /
2024-05-28 9:36:30 PM | Chg.+0.0100 | Bid9:59:56 PM | Ask9:59:56 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.2900EUR | +0.78% | 1.2100 Bid Size: 20,000 |
1.2900 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 260.00 - | 2027-12-15 | Call |
Master data
WKN: | HG7SFF |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 260.00 - |
Maturity: | 2027-12-15 |
Issue date: | 2023-01-18 |
Last trading day: | 2027-12-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 13.45 |
Leverage: | Yes |
Calculated values
Fair value: | 1.55 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.21 |
Historic volatility: | 0.23 |
Parity: | -8.11 |
Time value: | 1.33 |
Break-even: | 273.30 |
Moneyness: | 0.69 |
Premium: | 0.53 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.08 |
Spread %: | 6.40% |
Delta: | 0.34 |
Theta: | -0.02 |
Omega: | 4.62 |
Rho: | 1.71 |
Quote data
Open: | 1.2800 |
---|---|
High: | 1.3400 |
Low: | 1.2800 |
Previous Close: | 1.2800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +15.18% | ||
---|---|---|---|
1 Month | -2.27% | ||
3 Months | -9.79% | ||
YTD | +24.04% | ||
1 Year | +19.44% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.2800 | 1.1200 |
---|---|---|
1M High / 1M Low: | 1.6300 | 1.1200 |
6M High / 6M Low: | 1.6300 | 0.7700 |
High (YTD): | 2024-05-13 | 1.6300 |
Low (YTD): | 2024-01-17 | 0.7900 |
52W High: | 2024-05-13 | 1.6300 |
52W Low: | 2023-10-20 | 0.3100 |
Avg. price 1W: | 1.1980 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.3255 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.1340 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.8712 | |
Avg. volume 1Y: | 23.5294 | |
Volatility 1M: | 109.58% | |
Volatility 6M: | 81.28% | |
Volatility 1Y: | 85.13% | |
Volatility 3Y: | - |