HSBC WAR. CALL 06/25 SIE/ DE000HG64070 /
| 10/11/2024 9:36:09 PM | Chg.+0.200 | Bid9:59:22 PM | Ask9:59:22 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.080EUR | +4.10% | 5.070 Bid Size: 20,000 |
5.120 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 138.00 - | 6/18/2025 | Call |
Master data
| WKN: | HG6407 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 138.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 11/24/2022 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.16 |
|---|---|
| Intrinsic value: | 4.78 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.24 |
| Parity: | 4.78 |
| Time value: | 0.34 |
| Break-even: | 189.20 |
| Moneyness: | 1.35 |
| Premium: | 0.02 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.05 |
| Spread %: | 0.99% |
| Delta: | 0.97 |
| Theta: | -0.02 |
| Omega: | 3.54 |
| Rho: | 0.89 |
Quote data
| Open: | 4.870 |
|---|---|
| High: | 5.080 |
| Low: | 4.870 |
| Previous Close: | 4.880 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.74% | ||
|---|---|---|---|
| 1 Month | +58.26% | ||
| 3 Months | +0.59% | ||
| YTD | +28.28% | ||
| 1 Year | +191.95% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.080 | 4.660 |
|---|---|---|
| 1M High / 1M Low: | 5.080 | 3.100 |
| 6M High / 6M Low: | 5.690 | 2.530 |
| High (YTD): | 5/10/2024 | 5.690 |
| Low (YTD): | 8/7/2024 | 2.530 |
| 52W High: | 5/10/2024 | 5.690 |
| 52W Low: | 10/26/2023 | 0.980 |
| Avg. price 1W: | 4.900 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.153 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.091 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 3.740 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 97.52% | |
| Volatility 6M: | 88.19% | |
| Volatility 1Y: | 86.66% | |
| Volatility 3Y: | - |
