OverviewChartNewsTraderScreen

HSBC Call 145 SIE 15.12.2027/  DE000HG7SEY3  /

Frankfurt Zert./HSBC
2024-07-30  9:35:49 PM Chg.-0.030 Bid9:56:51 PM Ask9:56:51 PM Underlying Strike price Expiration date Option type
4.290EUR -0.69% 4.300
Bid Size: 20,000		 4.350
Ask Size: 20,000		 SIEMENS AG NA O.N. 145.00 - 2027-12-15 Call
 

Master data

WKN: HG7SEY
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 2027-12-15
Issue date: 2023-01-18
Last trading day: 2027-12-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.83
Leverage: Yes

Calculated values

Fair value: 4.99
Intrinsic value: 2.28
Implied volatility: 0.16
Historic volatility: 0.24
Parity: 2.28
Time value: 2.10
Break-even: 188.80
Moneyness: 1.16
Premium: 0.12
Premium p.a.: 0.04
Spread abs.: 0.05
Spread %: 1.15%
Delta: 0.85
Theta: -0.01
Omega: 3.27
Rho: 3.37
 

Quote data

Open: 4.300
High: 4.360
Low: 4.260
Previous Close: 4.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.44%
1 Month
  -13.33%
3 Months
  -18.75%
YTD
  -3.16%
1 Year  
+10.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.790 4.320
1M High / 1M Low: 5.630 4.320
6M High / 6M Low: 6.260 4.150
High (YTD): 2024-05-10 6.260
Low (YTD): 2024-01-17 3.650
52W High: 2024-05-10 6.260
52W Low: 2023-10-26 1.710
Avg. price 1W:   4.488
Avg. volume 1W:   0.000
Avg. price 1M:   4.962
Avg. volume 1M:   0.000
Avg. price 6M:   5.080
Avg. volume 6M:   0.000
Avg. price 1Y:   4.061
Avg. volume 1Y:   0.000
Volatility 1M:   70.93%
Volatility 6M:   62.81%
Volatility 1Y:   67.14%
Volatility 3Y:   -