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HSBC Call 250 SIE 15.12.2027/  DE000HG7SFE2  /

Frankfurt Zert./HSBC
13/05/2024  21:35:19 Chg.-0.020 Bid21:58:23 Ask21:58:23 Underlying Strike price Expiration date Option type
1.770EUR -1.12% 1.780
Bid Size: 20,000		 1.830
Ask Size: 20,000		 SIEMENS AG NA O.N. 250.00 - 15/12/2027 Call
 

Master data

WKN: HG7SFE
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 15/12/2027
Issue date: 18/01/2023
Last trading day: 14/12/2027
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.24
Leverage: Yes

Calculated values

Fair value: 2.12
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.22
Parity: -6.16
Time value: 1.84
Break-even: 268.40
Moneyness: 0.75
Premium: 0.42
Premium p.a.: 0.10
Spread abs.: 0.05
Spread %: 2.79%
Delta: 0.43
Theta: -0.02
Omega: 4.37
Rho: 2.23
 

Quote data

Open: 1.800
High: 1.820
Low: 1.760
Previous Close: 1.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+18.00%
1 Month  
+43.90%
3 Months  
+62.39%
YTD  
+50.00%
1 Year  
+71.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.790 1.500
1M High / 1M Low: 1.790 1.290
6M High / 6M Low: 1.790 0.580
High (YTD): 10/05/2024 1.790
Low (YTD): 17/01/2024 0.880
52W High: 10/05/2024 1.790
52W Low: 20/10/2023 0.320
Avg. price 1W:   1.650
Avg. volume 1W:   0.000
Avg. price 1M:   1.441
Avg. volume 1M:   0.000
Avg. price 6M:   1.204
Avg. volume 6M:   0.000
Avg. price 1Y:   0.954
Avg. volume 1Y:   0.000
Volatility 1M:   64.49%
Volatility 6M:   81.50%
Volatility 1Y:   92.60%
Volatility 3Y:   -