HSBC WAR. CALL 12/26 SIE/ DE000HG8CC03 /
| 2024-05-15 1:36:50 PM | Chg.+0.0100 | Bid3:29:41 PM | Ask3:29:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1900EUR | +0.85% | 1.1700 Bid Size: 50,000 |
1.1900 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 250.00 - | 2026-12-16 | Call |
Master data
| WKN: | HG8CC0 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 2026-12-16 |
| Issue date: | 2023-02-15 |
| Last trading day: | 2026-12-15 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.30 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.22 |
| Parity: | -6.48 |
| Time value: | 1.19 |
| Break-even: | 261.90 |
| Moneyness: | 0.74 |
| Premium: | 0.41 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.04 |
| Spread %: | 3.48% |
| Delta: | 0.34 |
| Theta: | -0.02 |
| Omega: | 5.26 |
| Rho: | 1.31 |
Quote data
| Open: | 1.1800 |
|---|---|
| High: | 1.1900 |
| Low: | 1.1800 |
| Previous Close: | 1.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.18% | ||
|---|---|---|---|
| 1 Month | +22.68% | ||
| 3 Months | +56.58% | ||
| YTD | +45.12% | ||
| 1 Year | +63.01% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2500 | 1.1000 |
|---|---|---|
| 1M High / 1M Low: | 1.2500 | 0.8900 |
| 6M High / 6M Low: | 1.3000 | 0.3800 |
| High (YTD): | 2024-03-15 | 1.3000 |
| Low (YTD): | 2024-01-09 | 0.5900 |
| 52W High: | 2024-03-15 | 1.3000 |
| 52W Low: | 2023-10-24 | 0.2100 |
| Avg. price 1W: | 1.1900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0205 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8382 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6577 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 79.43% | |
| Volatility 6M: | 93.83% | |
| Volatility 1Y: | 94.33% | |
| Volatility 3Y: | - |
