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HSBC Call 160 SIE 15.12.2027/  DE000HG7SF11  /

Frankfurt Zert./HSBC
10/09/2024  20:00:25 Chg.-0.040 Bid20:05:40 Ask20:05:40 Underlying Strike price Expiration date Option type
2.970EUR -1.33% 2.980
Bid Size: 20,000		 3.030
Ask Size: 20,000		 SIEMENS AG NA O.N. 160.00 - 15/12/2027 Call
 

Master data

WKN: HG7SF1
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 15/12/2027
Issue date: 18/01/2023
Last trading day: 14/12/2027
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.31
Leverage: Yes

Calculated values

Fair value: 3.70
Intrinsic value: 0.26
Implied volatility: 0.17
Historic volatility: 0.24
Parity: 0.26
Time value: 2.80
Break-even: 190.60
Moneyness: 1.02
Premium: 0.17
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 1.66%
Delta: 0.72
Theta: -0.02
Omega: 3.81
Rho: 2.81
 

Quote data

Open: 2.980
High: 3.050
Low: 2.920
Previous Close: 3.010
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.27%
1 Month  
+9.19%
3 Months
  -28.61%
YTD
  -18.63%
1 Year  
+47.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.310 2.910
1M High / 1M Low: 3.500 2.640
6M High / 6M Low: 5.310 2.530
High (YTD): 10/05/2024 5.310
Low (YTD): 07/08/2024 2.530
52W High: 10/05/2024 5.310
52W Low: 26/10/2023 1.360
Avg. price 1W:   3.128
Avg. volume 1W:   0.000
Avg. price 1M:   3.133
Avg. volume 1M:   0.000
Avg. price 6M:   3.986
Avg. volume 6M:   0.000
Avg. price 1Y:   3.413
Avg. volume 1Y:   1.333
Volatility 1M:   55.90%
Volatility 6M:   75.81%
Volatility 1Y:   74.15%
Volatility 3Y:   -