HSBC WAR. CALL 12/27 SIE/ DE000HS57J20 /
| 2024-06-17 9:36:08 AM | Chg.0.0000 | Bid10:50:48 AM | Ask10:50:48 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6000EUR | 0.00% | 0.5900 Bid Size: 50,000 |
0.6200 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 300.00 EUR | 2027-12-15 | Call |
Master data
| WKN: | HS57J2 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 EUR |
| Maturity: | 2027-12-15 |
| Issue date: | 2024-03-04 |
| Last trading day: | 2027-12-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 27.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.67 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.24 |
| Parity: | -13.43 |
| Time value: | 0.60 |
| Break-even: | 306.00 |
| Moneyness: | 0.55 |
| Premium: | 0.85 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.05 |
| Spread %: | 9.09% |
| Delta: | 0.19 |
| Theta: | -0.01 |
| Omega: | 5.17 |
| Rho: | 0.87 |
Quote data
| Open: | 0.6000 |
|---|---|
| High: | 0.6000 |
| Low: | 0.6000 |
| Previous Close: | 0.6000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.04% | ||
|---|---|---|---|
| 1 Month | -14.29% | ||
| 3 Months | -41.18% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7500 | 0.6000 |
|---|---|---|
| 1M High / 1M Low: | 0.8200 | 0.6000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7324 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 86.85% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
