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HSBC Call 185 SIE 15.12.2027/  DE000HG7SF60  /

Frankfurt Zert./HSBC
11/15/2024  9:35:34 PM Chg.-0.040 Bid9:53:04 PM Ask9:53:04 PM Underlying Strike price Expiration date Option type
3.310EUR -1.19% 3.340
Bid Size: 20,000		 3.410
Ask Size: 20,000		 SIEMENS AG NA O.N. 185.00 - 12/15/2027 Call
 

Master data

WKN: HG7SF6
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 185.00 -
Maturity: 12/15/2027
Issue date: 1/18/2023
Last trading day: 12/14/2027
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.50
Leverage: Yes

Calculated values

Fair value: 3.95
Intrinsic value: 0.24
Implied volatility: 0.19
Historic volatility: 0.23
Parity: 0.24
Time value: 3.17
Break-even: 219.10
Moneyness: 1.01
Premium: 0.17
Premium p.a.: 0.05
Spread abs.: 0.07
Spread %: 2.10%
Delta: 0.69
Theta: -0.02
Omega: 3.78
Rho: 2.92
 

Quote data

Open: 3.350
High: 3.430
Low: 3.260
Previous Close: 3.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.82%
1 Month  
+11.45%
3 Months  
+62.25%
YTD  
+25.86%
1 Year  
+85.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.350 2.810
1M High / 1M Low: 3.390 2.800
6M High / 6M Low: 3.390 1.680
High (YTD): 5/10/2024 3.930
Low (YTD): 8/7/2024 1.680
52W High: 5/10/2024 3.930
52W Low: 8/7/2024 1.680
Avg. price 1W:   3.096
Avg. volume 1W:   0.000
Avg. price 1M:   3.031
Avg. volume 1M:   0.000
Avg. price 6M:   2.668
Avg. volume 6M:   0.000
Avg. price 1Y:   2.714
Avg. volume 1Y:   0.000
Volatility 1M:   100.87%
Volatility 6M:   92.40%
Volatility 1Y:   81.39%
Volatility 3Y:   -