HSBC Call 192.5 SIE 16.06.2027/  DE000HS6GP43  /

Frankfurt Zert./HSBC
2024-08-02  9:35:48 PM Chg.-0.220 Bid9:57:32 PM Ask9:57:32 PM Underlying Strike price Expiration date Option type
1.390EUR -13.66% 1.380
Bid Size: 20,000
1.420
Ask Size: 20,000
SIEMENS AG NA O.N. 192.50 EUR 2027-06-16 Call
 

Master data

WKN: HS6GP4
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 192.50 EUR
Maturity: 2027-06-16
Issue date: 2024-05-13
Last trading day: 2027-06-15
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.11
Leverage: Yes

Calculated values

Fair value: 1.95
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.24
Parity: -3.47
Time value: 1.42
Break-even: 206.70
Moneyness: 0.82
Premium: 0.31
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 2.90%
Delta: 0.45
Theta: -0.02
Omega: 4.96
Rho: 1.61
 

Quote data

Open: 1.580
High: 1.580
Low: 1.350
Previous Close: 1.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.23%
1 Month
  -43.03%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.880 1.390
1M High / 1M Low: 2.710 1.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.714
Avg. volume 1W:   0.000
Avg. price 1M:   2.139
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -