HSBC WAR. CALL 12/27 SIE/ DE000HG7SFF9 /
| 5/30/2024 9:36:55 PM | Chg.-0.0200 | Bid9:59:09 PM | Ask9:59:09 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2000EUR | -1.64% | 1.1800 Bid Size: 20,000 |
1.2300 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 260.00 - | 12/15/2027 | Call |
Master data
| WKN: | HG7SFF |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 260.00 - |
| Maturity: | 12/15/2027 |
| Issue date: | 1/18/2023 |
| Last trading day: | 12/14/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.95 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.43 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.23 |
| Parity: | -8.43 |
| Time value: | 1.26 |
| Break-even: | 272.60 |
| Moneyness: | 0.68 |
| Premium: | 0.55 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.08 |
| Spread %: | 6.78% |
| Delta: | 0.33 |
| Theta: | -0.01 |
| Omega: | 4.61 |
| Rho: | 1.61 |
Quote data
| Open: | 1.2200 |
|---|---|
| High: | 1.2200 |
| Low: | 1.2000 |
| Previous Close: | 1.2200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.64% | ||
|---|---|---|---|
| 1 Month | -6.98% | ||
| 3 Months | -20.53% | ||
| YTD | +15.38% | ||
| 1 Year | +10.09% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2900 | 1.2200 |
|---|---|---|
| 1M High / 1M Low: | 1.6300 | 1.1200 |
| 6M High / 6M Low: | 1.6300 | 0.7900 |
| High (YTD): | 5/13/2024 | 1.6300 |
| Low (YTD): | 1/17/2024 | 0.7900 |
| 52W High: | 5/13/2024 | 1.6300 |
| 52W Low: | 10/20/2023 | 0.3100 |
| Avg. price 1W: | 1.2460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3181 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1415 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.8734 | |
| Avg. volume 1Y: | 23.4375 | |
| Volatility 1M: | 107.73% | |
| Volatility 6M: | 81.52% | |
| Volatility 1Y: | 85.15% | |
| Volatility 3Y: | - |
