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HSBC Call 250 SIE 15.12.2027/  DE000HG7SFE2  /

EUWAX
2024-11-15  8:17:19 AM Chg.+0.07 Bid10:56:35 AM Ask10:56:35 AM Underlying Strike price Expiration date Option type
1.34EUR +5.51% 1.39
Bid Size: 50,000		 1.43
Ask Size: 50,000		 SIEMENS AG NA O.N. 250.00 - 2027-12-15 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: 2027-12-15
Issue date: 2023-01-18
Last trading day: 2027-12-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.16
Leverage: Yes

Calculated values

Fair value: 1.86
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.24
Parity: -6.18
Time value: 1.43
Break-even: 264.30
Moneyness: 0.75
Premium: 0.40
Premium p.a.: 0.12
Spread abs.: 0.07
Spread %: 5.15%
Delta: 0.37
Theta: -0.02
Omega: 4.84
Rho: 1.69
 

Quote data

Open: 1.34
High: 1.34
Low: 1.34
Previous Close: 1.27
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.74%
1 Month
  -0.74%
3 Months  
+78.67%
YTD  
+17.54%
1 Year  
+109.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.35 1.13
1M High / 1M Low: 1.35 1.12
6M High / 6M Low: 1.69 0.64
High (YTD): 2024-05-13 1.80
Low (YTD): 2024-08-05 0.64
52W High: 2024-05-13 1.80
52W Low: 2024-08-05 0.64
Avg. price 1W:   1.25
Avg. volume 1W:   0.00
Avg. price 1M:   1.23
Avg. volume 1M:   0.00
Avg. price 6M:   1.10
Avg. volume 6M:   0.00
Avg. price 1Y:   1.15
Avg. volume 1Y:   0.00
Volatility 1M:   100.91%
Volatility 6M:   110.09%
Volatility 1Y:   95.75%
Volatility 3Y:   -