HSBC WAR. CALL 06/27 SIE/ DE000HS6GPE4 /
| 27/09/2024 11:36:24 | Chg.+0.0400 | Bid11:38:10 | Ask11:38:10 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2000EUR | +3.45% | 1.2100 Bid Size: 50,000 |
1.2300 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 235.00 EUR | 16/06/2027 | Call |
Master data
| WKN: | HS6GPE |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 235.00 EUR |
| Maturity: | 16/06/2027 |
| Issue date: | 13/05/2024 |
| Last trading day: | 15/06/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.73 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.24 |
| Parity: | -5.33 |
| Time value: | 1.20 |
| Break-even: | 247.00 |
| Moneyness: | 0.77 |
| Premium: | 0.36 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.04 |
| Spread %: | 3.45% |
| Delta: | 0.36 |
| Theta: | -0.02 |
| Omega: | 5.45 |
| Rho: | 1.45 |
Quote data
| Open: | 1.1500 |
|---|---|
| High: | 1.2000 |
| Low: | 1.1500 |
| Previous Close: | 1.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +50.00% | ||
|---|---|---|---|
| 1 Month | +39.53% | ||
| 3 Months | 0.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1600 | 0.7900 |
|---|---|---|
| 1M High / 1M Low: | 1.1600 | 0.7700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8526 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 111.45% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
