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HSBC Call 260 SIE 15.12.2027/  DE000HG7SFF9  /

Frankfurt Zert./HSBC
2024-05-28  9:20:58 AM Chg.+0.040 Bid9:33:01 AM Ask9:33:01 AM Underlying Strike price Expiration date Option type
1.290EUR +3.20% 1.310
Bid Size: 50,000		 1.350
Ask Size: 50,000		 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: 13.74
Leverage: Yes

Calculated values

Fair value: 1.50
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.23
Parity: -8.27
Time value: 1.29
Break-even: 272.90
Moneyness: 0.68
Premium: 0.54
Premium p.a.: 0.13
Spread abs.: 0.08
Spread %: 6.61%
Delta: 0.34
Theta: -0.01
Omega: 4.63
Rho: 1.66
 

Quote data

Open: 1.260
High: 1.300
Low: 1.260
Previous Close: 1.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+16.22%
1 Month
  -0.77%
3 Months
  -7.86%
YTD  
+24.04%
1 Year  
+19.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.250 1.100
1M High / 1M Low: 1.610 1.070
6M High / 6M Low: 1.610 0.750
High (YTD): 2024-05-10 1.610
Low (YTD): 2024-01-17 0.770
52W High: 2024-05-10 1.610
52W Low: 2023-10-20 0.280
Avg. price 1W:   1.168
Avg. volume 1W:   0.000
Avg. price 1M:   1.297
Avg. volume 1M:   0.000
Avg. price 6M:   1.110
Avg. volume 6M:   8.065
Avg. price 1Y:   0.848
Avg. volume 1Y:   3.922
Volatility 1M:   119.86%
Volatility 6M:   86.69%
Volatility 1Y:   96.36%
Volatility 3Y:   -