HSBC WAR. CALL 12/27 SIE/ DE000HG7SEX5 /
2024-05-31 9:36:43 PM | Chg.+0.020 | Bid9:59:50 PM | Ask9:59:50 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.580EUR | +0.36% | 5.640 Bid Size: 20,000 |
5.690 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 140.00 - | 2027-12-15 | Call |
Master data
WKN: | HG7SEX |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 140.00 - |
Maturity: | 2027-12-15 |
Issue date: | 2023-01-18 |
Last trading day: | 2027-12-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.10 |
Leverage: | Yes |
Calculated values
Fair value: | 6.04 |
---|---|
Intrinsic value: | 3.63 |
Implied volatility: | 0.17 |
Historic volatility: | 0.23 |
Parity: | 3.63 |
Time value: | 2.06 |
Break-even: | 196.90 |
Moneyness: | 1.26 |
Premium: | 0.12 |
Premium p.a.: | 0.03 |
Spread abs.: | 0.05 |
Spread %: | 0.89% |
Delta: | 0.90 |
Theta: | -0.01 |
Omega: | 2.78 |
Rho: | 3.59 |
Quote data
Open: | 5.560 |
---|---|
High: | 5.580 |
Low: | 5.560 |
Previous Close: | 5.560 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -0.71% | ||
---|---|---|---|
1 Month | 0.00% | ||
3 Months | -7.62% | ||
YTD | +18.22% | ||
1 Year | +21.04% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.780 | 5.550 |
---|---|---|
1M High / 1M Low: | 6.630 | 5.300 |
6M High / 6M Low: | 6.630 | 3.920 |
High (YTD): | 2024-05-10 | 6.630 |
Low (YTD): | 2024-01-17 | 3.920 |
52W High: | 2024-05-10 | 6.630 |
52W Low: | 2023-10-26 | 1.850 |
Avg. price 1W: | 5.636 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.799 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 5.140 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 4.207 | |
Avg. volume 1Y: | .627 | |
Volatility 1M: | 68.66% | |
Volatility 6M: | 52.62% | |
Volatility 1Y: | 62.75% | |
Volatility 3Y: | - |