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HSBC Call 150 SIE 15.12.2027/  DE000HG7SEZ0  /

Frankfurt Zert./HSBC
11/15/2024  9:35:34 PM Chg.-0.060 Bid9:59:40 PM Ask9:59:40 PM Underlying Strike price Expiration date Option type
5.280EUR -1.12% 5.320
Bid Size: 20,000		 5.390
Ask Size: 20,000		 SIEMENS AG NA O.N. 150.00 - 12/15/2027 Call
 

Master data

WKN: HG7SEZ
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 12/15/2027
Issue date: 1/18/2023
Last trading day: 12/14/2027
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.48
Leverage: Yes

Calculated values

Fair value: 5.92
Intrinsic value: 3.74
Implied volatility: 0.16
Historic volatility: 0.23
Parity: 3.74
Time value: 1.65
Break-even: 203.90
Moneyness: 1.25
Premium: 0.09
Premium p.a.: 0.03
Spread abs.: 0.07
Spread %: 1.32%
Delta: 0.90
Theta: -0.01
Omega: 3.12
Rho: 3.52
 

Quote data

Open: 5.330
High: 5.430
Low: 5.210
Previous Close: 5.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.67%
1 Month  
+9.77%
3 Months  
+49.15%
YTD  
+27.54%
1 Year  
+83.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.340 4.610
1M High / 1M Low: 5.340 4.590
6M High / 6M Low: 5.340 2.970
High (YTD): 5/10/2024 5.930
Low (YTD): 8/7/2024 2.970
52W High: 5/10/2024 5.930
52W Low: 11/16/2023 2.870
Avg. price 1W:   4.996
Avg. volume 1W:   0.000
Avg. price 1M:   4.900
Avg. volume 1M:   0.000
Avg. price 6M:   4.382
Avg. volume 6M:   0.000
Avg. price 1Y:   4.366
Avg. volume 1Y:   0.000
Volatility 1M:   80.07%
Volatility 6M:   74.52%
Volatility 1Y:   66.08%
Volatility 3Y:   -