HSBC WAR. CALL 12/27 SIE/ DE000HS57J12 /
| 2024-09-26 9:35:06 AM | Chg.+0.0300 | Bid9:58:07 AM | Ask9:58:07 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6400EUR | +4.92% | 0.6600 Bid Size: 20,000 |
0.6900 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 290.00 EUR | 2027-12-15 | Call |
Master data
| WKN: | HS57J1 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 290.00 EUR |
| Maturity: | 2027-12-15 |
| Issue date: | 2024-03-04 |
| Last trading day: | 2027-12-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 26.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.78 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.24 |
| Parity: | -11.75 |
| Time value: | 0.64 |
| Break-even: | 296.40 |
| Moneyness: | 0.59 |
| Premium: | 0.72 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.05 |
| Spread %: | 8.47% |
| Delta: | 0.20 |
| Theta: | -0.01 |
| Omega: | 5.39 |
| Rho: | 0.91 |
Quote data
| Open: | 0.6000 |
|---|---|
| High: | 0.6400 |
| Low: | 0.6000 |
| Previous Close: | 0.6100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.28% | ||
|---|---|---|---|
| 1 Month | +16.36% | ||
| 3 Months | -4.48% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6100 | 0.5300 |
|---|---|---|
| 1M High / 1M Low: | 0.6100 | 0.5300 |
| 6M High / 6M Low: | 1.1800 | 0.4700 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5617 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7371 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 57.47% | |
| Volatility 6M: | 86.05% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
