HSBC WAR. CALL 06/27 SIE/ DE000HS6GPB0 /
| 10/07/2024 21:35:54 | Chg.+0.0800 | Bid21:59:37 | Ask21:59:37 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5100EUR | +5.59% | 1.5100 Bid Size: 20,000 |
1.5500 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 220.00 EUR | 16/06/2027 | Call |
Master data
| WKN: | HS6GPB |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 EUR |
| Maturity: | 16/06/2027 |
| Issue date: | 13/05/2024 |
| Last trading day: | 15/06/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.85 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.23 |
| Parity: | -4.67 |
| Time value: | 1.43 |
| Break-even: | 234.30 |
| Moneyness: | 0.79 |
| Premium: | 0.35 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.04 |
| Spread %: | 2.88% |
| Delta: | 0.41 |
| Theta: | -0.02 |
| Omega: | 4.97 |
| Rho: | 1.66 |
Quote data
| Open: | 1.4300 |
|---|---|
| High: | 1.5100 |
| Low: | 1.4300 |
| Previous Close: | 1.4300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.03% | ||
|---|---|---|---|
| 1 Month | -1.95% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6100 | 1.4300 |
|---|---|---|
| 1M High / 1M Low: | 1.6800 | 1.2700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4573 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 111.83% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
