HSBC WAR. CALL 06/27 SIE/ DE000HS6GPC8 /
2024-08-05 5:35:47 PM | Chg.-0.0200 | Bid7:34:26 PM | Ask7:34:26 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7900EUR | -2.47% | 0.7800 Bid Size: 20,000 |
0.8600 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 225.00 EUR | 2027-06-16 | Call |
Master data
WKN: | HS6GPC |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 225.00 EUR |
Maturity: | 2027-06-16 |
Issue date: | 2024-05-13 |
Last trading day: | 2027-06-15 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 18.79 |
Leverage: | Yes |
Calculated values
Fair value: | 1.17 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.20 |
Historic volatility: | 0.24 |
Parity: | -6.72 |
Time value: | 0.84 |
Break-even: | 233.40 |
Moneyness: | 0.70 |
Premium: | 0.48 |
Premium p.a.: | 0.15 |
Spread abs.: | 0.04 |
Spread %: | 5.00% |
Delta: | 0.29 |
Theta: | -0.01 |
Omega: | 5.45 |
Rho: | 1.07 |
Quote data
Open: | 0.6500 |
---|---|
High: | 0.7900 |
Low: | 0.6500 |
Previous Close: | 0.8100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -27.52% | ||
---|---|---|---|
1 Month | -46.26% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.1000 | 0.8100 |
---|---|---|
1M High / 1M Low: | 1.6200 | 0.8100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.0060 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2652 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 119.68% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |