HSBC WAR. CALL 12/26 SIE/ DE000HS0JPF8 /
| 5/30/2024 7:35:37 PM | Chg.-0.0200 | Bid8:27:41 PM | Ask8:27:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7500EUR | -2.60% | 0.7400 Bid Size: 20,000 |
0.7800 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 260.00 - | 12/16/2026 | 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: | 12/16/2026 |
| Issue date: | 6/15/2023 |
| Last trading day: | 12/15/2026 |
| 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): | 3/15/2024 | 1.1300 |
| Low (YTD): | 1/9/2024 | 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: | - |
