HSBC WAR. CALL 06/25 SIE/ DE000HG64070 /
| 14/11/2024 21:36:22 | Chg.- | Bid21:58:03 | Ask21:58:03 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.220EUR | - | 5.140 Bid Size: 20,000 |
5.210 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 138.00 - | 18/06/2025 | 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: | 18/06/2025 |
| Issue date: | 24/11/2022 |
| Last trading day: | 15/11/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.23 |
|---|---|
| Intrinsic value: | 4.94 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.23 |
| Parity: | 4.94 |
| Time value: | 0.27 |
| Break-even: | 190.10 |
| Moneyness: | 1.36 |
| Premium: | 0.01 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.07 |
| Spread %: | 1.36% |
| Delta: | 0.98 |
| Theta: | -0.01 |
| Omega: | 3.53 |
| Rho: | 0.77 |
Quote data
| Open: | 4.660 |
|---|---|
| High: | 5.550 |
| Low: | 4.660 |
| Previous Close: | 4.410 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.30% | ||
|---|---|---|---|
| 1 Month | +10.59% | ||
| 3 Months | +66.24% | ||
| YTD | +31.82% | ||
| 1 Year | +129.96% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.220 | 4.410 |
|---|---|---|
| 1M High / 1M Low: | 5.230 | 4.370 |
| 6M High / 6M Low: | 5.230 | 2.530 |
| High (YTD): | 10/05/2024 | 5.690 |
| Low (YTD): | 07/08/2024 | 2.530 |
| 52W High: | 10/05/2024 | 5.690 |
| 52W Low: | 16/11/2023 | 2.270 |
| Avg. price 1W: | 4.762 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.744 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.086 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.071 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 96.46% | |
| Volatility 6M: | 89.27% | |
| Volatility 1Y: | 78.62% | |
| Volatility 3Y: | - |
