HSBC WAR. CALL 12/26 SIE/ DE000HG8CC03 /
15/05/2024 21:36:01 | Chg.+0.0200 | Bid21:59:02 | Ask21:59:02 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.2000EUR | +1.69% | 1.1900 Bid Size: 20,000 |
1.2300 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 250.00 - | 16/12/2026 | 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: | 16/12/2026 |
Issue date: | 15/02/2023 |
Last trading day: | 15/12/2026 |
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: | 1.2000 |
Low: | 1.1800 |
Previous Close: | 1.1800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +9.09% | ||
---|---|---|---|
1 Month | +23.71% | ||
3 Months | +57.89% | ||
YTD | +46.34% | ||
1 Year | +64.38% | ||
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): | 15/03/2024 | 1.3000 |
Low (YTD): | 09/01/2024 | 0.5900 |
52W High: | 15/03/2024 | 1.3000 |
52W Low: | 24/10/2023 | 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: | - |