HSBC Call 215 SIE 16.06.2027
/ DE000HS6GPA2
HSBC Call 215 SIE 16.06.2027/ DE000HS6GPA2 /
2024-10-11 9:35:33 PM |
Chg.+0.080 |
Bid9:53:50 PM |
Ask9:53:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.800EUR |
+4.65% |
1.790 Bid Size: 20,000 |
1.840 Ask Size: 20,000 |
SIEMENS AG NA O.N. |
215.00 EUR |
2027-06-16 |
Call |
Master data
WKN: |
HS6GPA |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
215.00 EUR |
Maturity: |
2027-06-16 |
Issue date: |
2024-05-13 |
Last trading day: |
2027-06-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.44 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.24 |
Parity: |
-2.92 |
Time value: |
1.84 |
Break-even: |
233.40 |
Moneyness: |
0.86 |
Premium: |
0.26 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.05 |
Spread %: |
2.79% |
Delta: |
0.49 |
Theta: |
-0.02 |
Omega: |
4.91 |
Rho: |
1.93 |
Quote data
Open: |
1.720 |
High: |
1.810 |
Low: |
1.720 |
Previous Close: |
1.720 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.69% |
1 Month |
|
|
+66.67% |
3 Months |
|
|
-4.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.870 |
1.630 |
1M High / 1M Low: |
1.870 |
1.040 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.762 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.409 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |