HSBC WAR. CALL 12/26 SIE/ DE000HG7SEV9 /
| 6/6/2024 9:36:34 PM | Chg.-0.0400 | Bid9:59:50 PM | Ask9:59:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9500EUR | -4.04% | 0.9100 Bid Size: 20,000 |
0.9500 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 245.00 - | 12/16/2026 | 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: | 12/16/2026 |
| Issue date: | 1/18/2023 |
| Last trading day: | 12/15/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 17.19 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.19 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.23 |
| Parity: | -6.62 |
| Time value: | 1.04 |
| Break-even: | 255.40 |
| Moneyness: | 0.73 |
| Premium: | 0.43 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.04 |
| Spread %: | 4.00% |
| Delta: | 0.31 |
| Theta: | -0.02 |
| Omega: | 5.40 |
| Rho: | 1.16 |
Quote data
| Open: | 0.9900 |
|---|---|
| High: | 1.0100 |
| Low: | 0.9500 |
| Previous Close: | 0.9900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.04% | ||
|---|---|---|---|
| 1 Month | -15.18% | ||
| 3 Months | -22.76% | ||
| YTD | +7.95% | ||
| 1 Year | -2.06% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0000 | 0.9100 |
|---|---|---|
| 1M High / 1M Low: | 1.3500 | 0.8900 |
| 6M High / 6M Low: | 1.3900 | 0.6500 |
| High (YTD): | 3/15/2024 | 1.3900 |
| Low (YTD): | 1/17/2024 | 0.6500 |
| 52W High: | 3/15/2024 | 1.3900 |
| 52W Low: | 10/24/2023 | 0.2300 |
| Avg. price 1W: | 0.9620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0461 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9533 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.7153 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 119.18% | |
| Volatility 6M: | 93.76% | |
| Volatility 1Y: | 94.43% | |
| Volatility 3Y: | - |
