HSBC WAR. CALL 12/27 SIE/ DE000HG7SFF9 /
| 31/05/2024 15:35:09 | Chg.+0.0100 | Bid17:39:11 | Ask17:39:11 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2100EUR | +0.83% | 1.1900 Bid Size: 20,000 |
1.2400 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 260.00 - | 15/12/2027 | 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: | 15/12/2027 |
| Issue date: | 18/01/2023 |
| Last trading day: | 14/12/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 14.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.43 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.23 |
| Parity: | -8.39 |
| Time value: | 1.23 |
| Break-even: | 272.30 |
| Moneyness: | 0.68 |
| Premium: | 0.55 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.05 |
| Spread %: | 4.24% |
| Delta: | 0.33 |
| Theta: | -0.01 |
| Omega: | 4.69 |
| Rho: | 1.61 |
Quote data
| Open: | 1.2000 |
|---|---|
| High: | 1.2100 |
| Low: | 1.2000 |
| Previous Close: | 1.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.82% | ||
|---|---|---|---|
| 1 Month | -6.20% | ||
| 3 Months | -19.87% | ||
| YTD | +16.35% | ||
| 1 Year | +26.04% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2900 | 1.2000 |
|---|---|---|
| 1M High / 1M Low: | 1.6300 | 1.1200 |
| 6M High / 6M Low: | 1.6300 | 0.7900 |
| High (YTD): | 13/05/2024 | 1.6300 |
| Low (YTD): | 17/01/2024 | 0.7900 |
| 52W High: | 13/05/2024 | 1.6300 |
| 52W Low: | 20/10/2023 | 0.3100 |
| Avg. price 1W: | 1.2420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3127 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1420 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.8738 | |
| Avg. volume 1Y: | 23.4375 | |
| Volatility 1M: | 105.27% | |
| Volatility 6M: | 81.25% | |
| Volatility 1Y: | 84.33% | |
| Volatility 3Y: | - |
