HSBC Call 220 SIE 16.06.2027
/ DE000HS6GPB0
HSBC Call 220 SIE 16.06.2027/ DE000HS6GPB0 /
2024-06-28 9:35:39 PM |
Chg.+0.040 |
Bid9:37:31 PM |
Ask9:37:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.500EUR |
+2.74% |
1.510 Bid Size: 20,000 |
1.550 Ask Size: 20,000 |
SIEMENS AG NA O.N. |
220.00 EUR |
2027-06-16 |
Call |
Master data
WKN: |
HS6GPB |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 EUR |
Maturity: |
2027-06-16 |
Issue date: |
2024-05-13 |
Last trading day: |
2027-06-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.91 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.23 |
Parity: |
-4.65 |
Time value: |
1.50 |
Break-even: |
235.00 |
Moneyness: |
0.79 |
Premium: |
0.35 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.04 |
Spread %: |
2.74% |
Delta: |
0.42 |
Theta: |
-0.02 |
Omega: |
4.84 |
Rho: |
1.71 |
Quote data
Open: |
1.480 |
High: |
1.590 |
Low: |
1.480 |
Previous Close: |
1.460 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+19.05% |
1 Month |
|
|
-7.41% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.500 |
1.300 |
1M High / 1M Low: |
1.710 |
1.230 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.378 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.463 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
111.02% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |