HSBC WAR. CALL 12/27 SIE/ DE000HG7SFF9 /
| 2024-05-14 5:37:37 PM | Chg.-0.0700 | Bid6:42:05 PM | Ask6:42:05 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5600EUR | -4.29% | 1.5100 Bid Size: 20,000 |
1.5600 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: | 11.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.86 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.22 |
| Parity: | -7.20 |
| Time value: | 1.65 |
| Break-even: | 276.50 |
| Moneyness: | 0.72 |
| Premium: | 0.47 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.05 |
| Spread %: | 3.13% |
| Delta: | 0.39 |
| Theta: | -0.02 |
| Omega: | 4.45 |
| Rho: | 2.04 |
Quote data
| Open: | 1.6300 |
|---|---|
| High: | 1.6300 |
| Low: | 1.5600 |
| Previous Close: | 1.6300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.42% | ||
|---|---|---|---|
| 1 Month | +35.65% | ||
| 3 Months | +62.50% | ||
| YTD | +50.00% | ||
| 1 Year | +71.43% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6300 | 1.3400 |
|---|---|---|
| 1M High / 1M Low: | 1.6300 | 1.1800 |
| 6M High / 6M Low: | 1.6300 | 0.5200 |
| 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: | 1.4980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3155 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0894 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.8629 | |
| Avg. volume 1Y: | 23.5294 | |
| Volatility 1M: | 70.32% | |
| Volatility 6M: | 79.22% | |
| Volatility 1Y: | 83.34% | |
| Volatility 3Y: | - |
