OverviewChartNewsTraderScreen

HSBC Call 260 SIE 15.12.2027/  DE000HG7SFF9  /

Frankfurt Zert./HSBC
15/11/2024  21:35:33 Chg.-0.030 Bid21:46:39 Ask21:46:39 Underlying Strike price Expiration date Option type
1.180EUR -2.48% 1.190
Bid Size: 20,000		 1.260
Ask Size: 20,000		 SIEMENS AG NA O.N. 260.00 - 15/12/2027 Call
 

Master data

WKN: HG7SFF
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 15/12/2027
Issue date: 18/01/2023
Last trading day: 14/12/2027
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.87
Leverage: Yes

Calculated values

Fair value: 1.53
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.23
Parity: -7.26
Time value: 1.26
Break-even: 272.60
Moneyness: 0.72
Premium: 0.45
Premium p.a.: 0.13
Spread abs.: 0.07
Spread %: 5.88%
Delta: 0.33
Theta: -0.02
Omega: 4.92
Rho: 1.52
 

Quote data

Open: 1.200
High: 1.250
Low: 1.160
Previous Close: 1.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.26%
1 Month  
+10.28%
3 Months  
+66.20%
YTD  
+13.46%
1 Year  
+71.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.210 0.990
1M High / 1M Low: 1.230 0.990
6M High / 6M Low: 1.250 0.600
High (YTD): 10/05/2024 1.610
Low (YTD): 07/08/2024 0.600
52W High: 10/05/2024 1.610
52W Low: 07/08/2024 0.600
Avg. price 1W:   1.102
Avg. volume 1W:   0.000
Avg. price 1M:   1.087
Avg. volume 1M:   0.000
Avg. price 6M:   0.966
Avg. volume 6M:   0.000
Avg. price 1Y:   1.022
Avg. volume 1Y:   3.906
Volatility 1M:   122.65%
Volatility 6M:   112.34%
Volatility 1Y:   99.87%
Volatility 3Y:   -