HSBC WAR. CALL 12/27 SIE/ DE000HG7SEW7 /
| 2024-05-03 9:36:43 PM | Chg.+0.130 | Bid9:59:48 PM | Ask9:59:48 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.030EUR | +2.20% | 6.000 Bid Size: 20,000 |
6.050 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 135.00 - | 2027-12-15 | Call |
Master data
| WKN: | HG7SEW |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 135.00 - |
| Maturity: | 2027-12-15 |
| Issue date: | 2023-01-18 |
| Last trading day: | 2027-12-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.54 |
|---|---|
| Intrinsic value: | 4.26 |
| Implied volatility: | 0.11 |
| Historic volatility: | 0.22 |
| Parity: | 4.26 |
| Time value: | 1.79 |
| Break-even: | 195.50 |
| Moneyness: | 1.32 |
| Premium: | 0.10 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.05 |
| Spread %: | 0.83% |
| Delta: | 0.98 |
| Theta: | -0.01 |
| Omega: | 2.89 |
| Rho: | 4.13 |
Quote data
| Open: | 5.900 |
|---|---|
| High: | 6.030 |
| Low: | 5.860 |
| Previous Close: | 5.900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.17% | ||
|---|---|---|---|
| 1 Month | +7.68% | ||
| 3 Months | +28.03% | ||
| YTD | +20.36% | ||
| 1 Year | +41.22% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 6.060 | 5.900 |
|---|---|---|
| 1M High / 1M Low: | 6.060 | 5.560 |
| 6M High / 6M Low: | 6.690 | 2.420 |
| High (YTD): | 2024-03-15 | 6.690 |
| Low (YTD): | 2024-01-17 | 4.200 |
| 52W High: | 2024-03-15 | 6.690 |
| 52W Low: | 2023-10-26 | 2.010 |
| Avg. price 1W: | 5.988 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.807 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.993 | |
| Avg. volume 6M: | 2.823 | |
| Avg. price 1Y: | 4.351 | |
| Avg. volume 1Y: | 1.373 | |
| Volatility 1M: | 40.33% | |
| Volatility 6M: | 52.66% | |
| Volatility 1Y: | 60.07% | |
| Volatility 3Y: | - |
