HSBC WAR. CALL 06/25 SIE/ DE000HG64047 /
| 2024-08-02 9:35:39 PM | Chg.-0.5300 | Bid9:58:13 PM | Ask9:58:13 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.1300EUR | -11.37% | 4.1100 Bid Size: 20,000 |
4.1600 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 122.00 - | 2025-06-18 | Call |
Master data
| WKN: | HG6404 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 122.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2022-11-24 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.10 |
|---|---|
| Intrinsic value: | 3.58 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.24 |
| Parity: | 3.58 |
| Time value: | 0.58 |
| Break-even: | 163.60 |
| Moneyness: | 1.29 |
| Premium: | 0.04 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.05 |
| Spread %: | 1.22% |
| Delta: | 0.90 |
| Theta: | -0.02 |
| Omega: | 3.42 |
| Rho: | 0.88 |
Quote data
| Open: | 4.5600 |
|---|---|
| High: | 4.5600 |
| Low: | 4.0900 |
| Previous Close: | 4.6600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.58% | ||
|---|---|---|---|
| 1 Month | -30.94% | ||
| 3 Months | -32.74% | ||
| YTD | -21.03% | ||
| 1 Year | +9.55% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.1400 | 4.1300 |
|---|---|---|
| 1M High / 1M Low: | 6.5100 | 4.1300 |
| 6M High / 6M Low: | 7.1300 | 4.1300 |
| High (YTD): | 2024-05-10 | 7.1300 |
| Low (YTD): | 2024-08-02 | 4.1300 |
| 52W High: | 2024-05-10 | 7.1300 |
| 52W Low: | 2023-10-26 | 1.6300 |
| Avg. price 1W: | 4.8240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 5.5532 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 5.8457 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 4.6053 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 81.21% | |
| Volatility 6M: | 65.36% | |
| Volatility 1Y: | 73.37% | |
| Volatility 3Y: | - |
