HSBC WAR. CALL 12/26 SIE/ DE000HG7SEV9 /
31/05/2024 21:35:08 | Chg.+0.0200 | Bid21:59:23 | Ask21:59:23 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.9600EUR | +2.13% | 0.9800 Bid Size: 20,000 |
1.0200 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 245.00 - | 16/12/2026 | Call |
Master data
WKN: | HG7SEV |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 245.00 - |
Maturity: | 16/12/2026 |
Issue date: | 18/01/2023 |
Last trading day: | 15/12/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 17.28 |
Leverage: | Yes |
Calculated values
Fair value: | 1.10 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.23 |
Parity: | -6.87 |
Time value: | 1.02 |
Break-even: | 255.20 |
Moneyness: | 0.72 |
Premium: | 0.45 |
Premium p.a.: | 0.16 |
Spread abs.: | 0.04 |
Spread %: | 4.08% |
Delta: | 0.31 |
Theta: | -0.02 |
Omega: | 5.33 |
Rho: | 1.12 |
Quote data
Open: | 0.9400 |
---|---|
High: | 0.9600 |
Low: | 0.9400 |
Previous Close: | 0.9400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -2.04% | ||
---|---|---|---|
1 Month | -9.43% | ||
3 Months | -22.58% | ||
YTD | +9.09% | ||
1 Year | +4.35% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0300 | 0.9400 |
---|---|---|
1M High / 1M Low: | 1.3500 | 0.8900 |
6M High / 6M Low: | 1.3900 | 0.6500 |
High (YTD): | 15/03/2024 | 1.3900 |
Low (YTD): | 17/01/2024 | 0.6500 |
52W High: | 15/03/2024 | 1.3900 |
52W Low: | 24/10/2023 | 0.2300 |
Avg. price 1W: | 0.9860 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.0650 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.9445 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.7155 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 113.87% | |
Volatility 6M: | 92.12% | |
Volatility 1Y: | 93.78% | |
Volatility 3Y: | - |