HSBC WAR. CALL 06/27 SIE/ DE000HS6GPG9 /
| 2024-06-17 5:37:08 PM | Chg.+0.0200 | Bid6:35:18 PM | Ask6:35:18 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9300EUR | +2.20% | 0.9300 Bid Size: 20,000 |
0.9700 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 245.00 EUR | 2027-06-16 | Call |
Master data
| WKN: | HS6GPG |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 245.00 EUR |
| Maturity: | 2027-06-16 |
| Issue date: | 2024-05-13 |
| Last trading day: | 2027-06-15 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.11 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.24 |
| Parity: | -7.93 |
| Time value: | 0.91 |
| Break-even: | 254.10 |
| Moneyness: | 0.68 |
| Premium: | 0.53 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.05 |
| Spread %: | 5.81% |
| Delta: | 0.28 |
| Theta: | -0.01 |
| Omega: | 5.16 |
| Rho: | 1.14 |
Quote data
| Open: | 0.9100 |
|---|---|
| High: | 0.9300 |
| Low: | 0.9100 |
| Previous Close: | 0.9100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.08% | ||
|---|---|---|---|
| 1 Month | -13.08% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1800 | 0.9100 |
|---|---|---|
| 1M High / 1M Low: | 1.2400 | 0.9100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1238 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 95.75% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
