HSBC Call 260 SIE 15.12.2027
/ DE000HG7SFF9
HSBC Call 260 SIE 15.12.2027/ DE000HG7SFF9 /
30/05/2024 08:16:57 |
Chg.-0.04 |
Bid17:16:41 |
Ask17:16:41 |
Underlying |
Strike price |
Expiration date |
Option type |
1.15EUR |
-3.36% |
1.20 Bid Size: 20,000 |
1.23 Ask Size: 20,000 |
SIEMENS AG NA O.N. |
260.00 - |
15/12/2027 |
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: |
15/12/2027 |
Issue date: |
18/01/2023 |
Last trading day: |
14/12/2027 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
13.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.43 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.23 |
Parity: |
-8.43 |
Time value: |
1.26 |
Break-even: |
272.60 |
Moneyness: |
0.68 |
Premium: |
0.55 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.08 |
Spread %: |
6.78% |
Delta: |
0.33 |
Theta: |
-0.01 |
Omega: |
4.61 |
Rho: |
1.61 |
Quote data
Open: |
1.15 |
High: |
1.15 |
Low: |
1.15 |
Previous Close: |
1.19 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.60% |
1 Month |
|
|
-11.54% |
3 Months |
|
|
-19.01% |
YTD |
|
|
+15.00% |
1 Year |
|
|
+8.49% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.26 |
1.11 |
1M High / 1M Low: |
1.62 |
1.08 |
6M High / 6M Low: |
1.62 |
0.77 |
High (YTD): |
13/05/2024 |
1.62 |
Low (YTD): |
17/01/2024 |
0.77 |
52W High: |
13/05/2024 |
1.62 |
52W Low: |
20/10/2023 |
0.27 |
Avg. price 1W: |
|
1.19 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.28 |
Avg. volume 1M: |
|
47.62 |
Avg. price 6M: |
|
1.11 |
Avg. volume 6M: |
|
8.06 |
Avg. price 1Y: |
|
0.85 |
Avg. volume 1Y: |
|
3.91 |
Volatility 1M: |
|
98.89% |
Volatility 6M: |
|
82.08% |
Volatility 1Y: |
|
94.26% |
Volatility 3Y: |
|
- |