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HSBC Call 250 SIE 15.12.2027/  DE000HG7SFE2  /

Frankfurt Zert./HSBC
15/11/2024  21:35:34 Chg.-0.040 Bid21:46:39 Ask21:46:39 Underlying Strike price Expiration date Option type
1.330EUR -2.92% 1.350
Bid Size: 20,000		 1.420
Ask Size: 20,000		 SIEMENS AG NA O.N. 250.00 - 15/12/2027 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: 15/12/2027
Issue date: 18/01/2023
Last trading day: 14/12/2027
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.20
Leverage: Yes

Calculated values

Fair value: 1.74
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.23
Parity: -6.26
Time value: 1.42
Break-even: 264.20
Moneyness: 0.75
Premium: 0.41
Premium p.a.: 0.12
Spread abs.: 0.07
Spread %: 5.19%
Delta: 0.37
Theta: -0.02
Omega: 4.82
Rho: 1.67
 

Quote data

Open: 1.360
High: 1.410
Low: 1.320
Previous Close: 1.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.02%
1 Month  
+10.83%
3 Months  
+64.20%
YTD  
+12.71%
1 Year  
+70.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.370 1.120
1M High / 1M Low: 1.390 1.120
6M High / 6M Low: 1.400 0.680
High (YTD): 10/05/2024 1.790
Low (YTD): 07/08/2024 0.680
52W High: 10/05/2024 1.790
52W Low: 07/08/2024 0.680
Avg. price 1W:   1.246
Avg. volume 1W:   0.000
Avg. price 1M:   1.225
Avg. volume 1M:   0.000
Avg. price 6M:   1.091
Avg. volume 6M:   0.000
Avg. price 1Y:   1.154
Avg. volume 1Y:   0.000
Volatility 1M:   122.43%
Volatility 6M:   110.86%
Volatility 1Y:   98.41%
Volatility 3Y:   -