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HSBC Call 138 SIE 18.06.2025/  DE000HG64070  /

Frankfurt Zert./HSBC
2024-08-02  9:35:35 PM Chg.-0.420 Bid9:58:14 PM Ask9:58:14 PM Underlying Strike price Expiration date Option type
2.850EUR -12.84% 2.830
Bid Size: 20,000		 2.870
Ask Size: 20,000		 SIEMENS AG NA O.N. 138.00 - 2025-06-18 Call
 

Master data

WKN: HG6407
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 138.00 -
Maturity: 2025-06-18
Issue date: 2022-11-24
Last trading day: 2025-06-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.50
Leverage: Yes

Calculated values

Fair value: 2.84
Intrinsic value: 1.98
Implied volatility: 0.25
Historic volatility: 0.24
Parity: 1.98
Time value: 0.89
Break-even: 166.70
Moneyness: 1.14
Premium: 0.06
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 1.41%
Delta: 0.80
Theta: -0.03
Omega: 4.39
Rho: 0.85
 

Quote data

Open: 3.210
High: 3.210
Low: 2.760
Previous Close: 3.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -24.60%
1 Month
  -36.81%
3 Months
  -39.36%
YTD
  -27.85%
1 Year  
+4.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.750 2.850
1M High / 1M Low: 5.050 2.850
6M High / 6M Low: 5.650 2.850
High (YTD): 2024-05-10 5.650
Low (YTD): 2024-08-02 2.850
52W High: 2024-05-10 5.650
52W Low: 2023-10-26 0.970
Avg. price 1W:   3.442
Avg. volume 1W:   0.000
Avg. price 1M:   4.119
Avg. volume 1M:   0.000
Avg. price 6M:   4.443
Avg. volume 6M:   0.000
Avg. price 1Y:   3.392
Avg. volume 1Y:   0.000
Volatility 1M:   103.56%
Volatility 6M:   81.14%
Volatility 1Y:   89.87%
Volatility 3Y:   -