HSBC WAR. CALL 12/26 SIE/ DE000HG64195 /
| 5/17/2024 11:37:08 AM | Chg.-0.270 | Bid1:30:55 PM | Ask1:30:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.380EUR | -4.78% | 5.340 Bid Size: 50,000 |
5.370 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 132.00 - | 12/16/2026 | Call |
Master data
| WKN: | HG6419 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 132.00 - |
| Maturity: | 12/16/2026 |
| Issue date: | 11/24/2022 |
| Last trading day: | 12/15/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.96 |
|---|---|
| Intrinsic value: | 4.30 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.23 |
| Parity: | 4.30 |
| Time value: | 1.35 |
| Break-even: | 188.50 |
| Moneyness: | 1.33 |
| Premium: | 0.08 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.04 |
| Spread %: | 0.71% |
| Delta: | 0.95 |
| Theta: | -0.01 |
| Omega: | 2.94 |
| Rho: | 2.83 |
Quote data
| Open: | 5.640 |
|---|---|
| High: | 5.640 |
| Low: | 5.380 |
| Previous Close: | 5.650 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -21.00% | ||
|---|---|---|---|
| 1 Month | -2.71% | ||
| 3 Months | +4.26% | ||
| YTD | +10.02% | ||
| 1 Year | +24.54% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.810 | 5.650 |
|---|---|---|
| 1M High / 1M Low: | 6.810 | 5.520 |
| 6M High / 6M Low: | 6.810 | 3.360 |
| High (YTD): | 5/10/2024 | 6.810 |
| Low (YTD): | 1/17/2024 | 4.050 |
| 52W High: | 5/10/2024 | 6.810 |
| 52W Low: | 10/26/2023 | 1.790 |
| Avg. price 1W: | 6.500 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.004 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.129 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.254 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 69.43% | |
| Volatility 6M: | 52.25% | |
| Volatility 1Y: | 65.55% | |
| Volatility 3Y: | - |
