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HSBC Call 250 SIE 15.12.2027/  DE000HG7SFE2  /

Frankfurt Zert./HSBC
10/11/2024  9:35:46 PM Chg.+0.050 Bid9:56:59 PM Ask9:56:59 PM Underlying Strike price Expiration date Option type
1.360EUR +3.82% 1.350
Bid Size: 20,000		 1.420
Ask Size: 20,000		 SIEMENS AG NA O.N. 250.00 - 12/15/2027 Call
 

Master data

WKN: HG7SFE
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 12/15/2027
Issue date: 1/18/2023
Last trading day: 12/14/2027
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.19
Leverage: Yes

Calculated values

Fair value: 1.74
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.24
Parity: -6.66
Time value: 1.39
Break-even: 263.90
Moneyness: 0.73
Premium: 0.44
Premium p.a.: 0.12
Spread abs.: 0.07
Spread %: 5.30%
Delta: 0.36
Theta: -0.02
Omega: 4.74
Rho: 1.65
 

Quote data

Open: 1.310
High: 1.370
Low: 1.310
Previous Close: 1.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.57%
1 Month  
+63.86%
3 Months  
+7.94%
YTD  
+15.25%
1 Year  
+195.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.360 1.120
1M High / 1M Low: 1.360 0.810
6M High / 6M Low: 1.790 0.680
High (YTD): 5/10/2024 1.790
Low (YTD): 8/7/2024 0.680
52W High: 5/10/2024 1.790
52W Low: 10/20/2023 0.320
Avg. price 1W:   1.252
Avg. volume 1W:   0.000
Avg. price 1M:   1.024
Avg. volume 1M:   0.000
Avg. price 6M:   1.129
Avg. volume 6M:   0.000
Avg. price 1Y:   1.074
Avg. volume 1Y:   0.000
Volatility 1M:   135.58%
Volatility 6M:   110.89%
Volatility 1Y:   100.12%
Volatility 3Y:   -