HSBC Call 125 SIE 15.12.2027
/ DE000HS2JHA2
HSBC Call 125 SIE 15.12.2027/ DE000HS2JHA2 /
2024-10-11 9:35:30 PM |
Chg.+0.180 |
Bid9:59:22 PM |
Ask9:59:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.990EUR |
+2.64% |
6.980 Bid Size: 20,000 |
7.050 Ask Size: 20,000 |
SIEMENS AG NA O.N. |
125.00 EUR |
2027-12-15 |
Call |
Master data
WKN: |
HS2JHA |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
125.00 EUR |
Maturity: |
2027-12-15 |
Issue date: |
2023-10-19 |
Last trading day: |
2027-12-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.67 |
Intrinsic value: |
6.08 |
Implied volatility: |
- |
Historic volatility: |
0.24 |
Parity: |
6.08 |
Time value: |
0.97 |
Break-even: |
195.50 |
Moneyness: |
1.49 |
Premium: |
0.05 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.07 |
Spread %: |
1.00% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
6.820 |
High: |
7.000 |
Low: |
6.810 |
Previous Close: |
6.810 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.71% |
1 Month |
|
|
+35.20% |
3 Months |
|
|
-0.99% |
YTD |
|
|
+23.28% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.990 |
6.470 |
1M High / 1M Low: |
6.990 |
5.060 |
6M High / 6M Low: |
7.670 |
4.410 |
High (YTD): |
2024-05-10 |
7.670 |
Low (YTD): |
2024-08-07 |
4.410 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.790 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.052 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.059 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
66.31% |
Volatility 6M: |
|
60.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |