HSBC Call 128 SIE 18.06.2025
/ DE000HG64054
HSBC Call 128 SIE 18.06.2025/ DE000HG64054 /
2024-08-02 9:35:35 PM |
Chg.-0.470 |
Bid9:57:32 PM |
Ask9:57:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.610EUR |
-11.52% |
3.600 Bid Size: 20,000 |
3.640 Ask Size: 20,000 |
SIEMENS AG NA O.N. |
128.00 - |
2025-06-18 |
Call |
Master data
WKN: |
HG6405 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
128.00 - |
Maturity: |
2025-06-18 |
Issue date: |
2022-11-24 |
Last trading day: |
2025-06-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.60 |
Intrinsic value: |
2.98 |
Implied volatility: |
0.25 |
Historic volatility: |
0.24 |
Parity: |
2.98 |
Time value: |
0.66 |
Break-even: |
164.40 |
Moneyness: |
1.23 |
Premium: |
0.04 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.04 |
Spread %: |
1.11% |
Delta: |
0.87 |
Theta: |
-0.02 |
Omega: |
3.78 |
Rho: |
0.89 |
Quote data
Open: |
4.030 |
High: |
4.030 |
Low: |
3.520 |
Previous Close: |
4.080 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-22.03% |
1 Month |
|
|
-32.90% |
3 Months |
|
|
-34.96% |
YTD |
|
|
-23.68% |
1 Year |
|
|
+8.08% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.600 |
3.610 |
1M High / 1M Low: |
5.940 |
3.610 |
6M High / 6M Low: |
6.520 |
3.610 |
High (YTD): |
2024-05-10 |
6.520 |
Low (YTD): |
2024-08-02 |
3.610 |
52W High: |
2024-05-10 |
6.520 |
52W Low: |
2023-10-26 |
1.360 |
Avg. price 1W: |
|
4.262 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.976 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.278 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.113 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
90.35% |
Volatility 6M: |
|
71.55% |
Volatility 1Y: |
|
79.93% |
Volatility 3Y: |
|
- |