HSBC WAR. CALL 12/26 SIE/ DE000HS0JPF8 /
30/05/2024 13:35:10 | Chg.-0.0200 | Bid14:51:13 | Ask14:51:13 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7500EUR | -2.60% | 0.7300 Bid Size: 50,000 |
0.7500 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 260.00 - | 16/12/2026 | Call |
Master data
WKN: | HS0JPF |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 260.00 - |
Maturity: | 16/12/2026 |
Issue date: | 15/06/2023 |
Last trading day: | 15/12/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 21.97 |
Leverage: | Yes |
Calculated values
Fair value: | 0.86 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.23 |
Parity: | -8.43 |
Time value: | 0.80 |
Break-even: | 268.00 |
Moneyness: | 0.68 |
Premium: | 0.52 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.06 |
Spread %: | 8.11% |
Delta: | 0.25 |
Theta: | -0.01 |
Omega: | 5.58 |
Rho: | 0.93 |
Quote data
Open: | 0.7700 |
---|---|
High: | 0.7700 |
Low: | 0.7500 |
Previous Close: | 0.7700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -3.85% | ||
---|---|---|---|
1 Month | -12.79% | ||
3 Months | -26.47% | ||
YTD | +7.14% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8300 | 0.7700 |
---|---|---|
1M High / 1M Low: | 1.0900 | 0.7000 |
6M High / 6M Low: | 1.1300 | 0.5000 |
High (YTD): | 15/03/2024 | 1.1300 |
Low (YTD): | 09/01/2024 | 0.5000 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.7960 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8614 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.7514 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 118.71% | |
Volatility 6M: | 96.74% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |