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: | - |
