HSBC WAR. CALL 06/25 SIE/ DE000HG64062 /
2024-09-10 11:36:32 AM | Chg.-0.0300 | Bid12:37:14 PM | Ask12:37:14 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.5800EUR | -0.83% | 3.5900 Bid Size: 50,000 |
3.6100 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 132.00 - | 2025-06-18 | Call |
Master data
WKN: | HG6406 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 132.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2022-11-24 |
Last trading day: | 2025-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.47 |
Leverage: | Yes |
Calculated values
Fair value: | 3.60 |
---|---|
Intrinsic value: | 3.06 |
Implied volatility: | 0.25 |
Historic volatility: | 0.24 |
Parity: | 3.06 |
Time value: | 0.58 |
Break-even: | 168.40 |
Moneyness: | 1.23 |
Premium: | 0.04 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.04 |
Spread %: | 1.11% |
Delta: | 0.88 |
Theta: | -0.02 |
Omega: | 3.94 |
Rho: | 0.82 |
Quote data
Open: | 3.5700 |
---|---|
High: | 3.6200 |
Low: | 3.5700 |
Previous Close: | 3.6100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -11.60% | ||
---|---|---|---|
1 Month | +14.01% | ||
3 Months | -25.88% | ||
YTD | -18.82% | ||
1 Year | +66.51% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.0500 | 3.4800 |
---|---|---|
1M High / 1M Low: | 4.2600 | 3.1500 |
6M High / 6M Low: | 6.1700 | 2.9800 |
High (YTD): | 2024-05-13 | 6.1700 |
Low (YTD): | 2024-08-07 | 2.9800 |
52W High: | 2024-05-13 | 6.1700 |
52W Low: | 2023-10-26 | 1.1700 |
Avg. price 1W: | 3.7840 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.7890 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 4.7138 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 3.9636 | |
Avg. volume 1Y: | 7.8431 | |
Volatility 1M: | 58.68% | |
Volatility 6M: | 76.81% | |
Volatility 1Y: | 82.21% | |
Volatility 3Y: | - |