HSBC Call 170 SIE 15.12.2027
/ DE000HG7SF37
HSBC Call 170 SIE 15.12.2027/ DE000HG7SF37 /
| 10/11/2024 9:58:30 AM |
Chg.+0.37 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.97EUR |
+10.28% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
170.00 - |
12/15/2027 |
Call |
Master data
| WKN: |
HG7SF3 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
12/15/2027 |
| Issue date: |
1/18/2023 |
| Last trading day: |
12/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.77 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.24 |
| Parity: |
1.58 |
| Time value: |
2.49 |
| Break-even: |
210.70 |
| Moneyness: |
1.09 |
| Premium: |
0.13 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.07 |
| Spread %: |
1.75% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
3.58 |
| Rho: |
3.33 |
Quote data
| Open: |
3.97 |
| High: |
3.97 |
| Low: |
3.97 |
| Previous Close: |
3.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.11% |
| 1 Month |
|
|
+52.69% |
| 3 Months |
|
|
+5.03% |
| YTD |
|
|
+27.24% |
| 1 Year |
|
|
+132.16% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.97 |
3.60 |
| 1M High / 1M Low: |
3.97 |
2.59 |
| 6M High / 6M Low: |
4.74 |
2.12 |
| High (YTD): |
5/13/2024 |
4.74 |
| Low (YTD): |
8/5/2024 |
2.12 |
| 52W High: |
5/13/2024 |
4.74 |
| 52W Low: |
10/26/2023 |
1.19 |
| Avg. price 1W: |
|
3.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.11 |
| Avg. volume 1Y: |
|
3.92 |
| Volatility 1M: |
|
86.50% |
| Volatility 6M: |
|
80.04% |
| Volatility 1Y: |
|
75.44% |
| Volatility 3Y: |
|
- |
