HSBC WAR. CALL 06/27 SIE/ DE000HS6GP84 /
| 11/15/2024 9:37:07 PM | Chg.-0.0500 | Bid9:59:07 PM | Ask9:59:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2200EUR | -2.20% | 2.2000 Bid Size: 20,000 |
2.2600 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 205.00 EUR | 6/16/2027 | Call |
Master data
| WKN: | HS6GP8 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 205.00 EUR |
| Maturity: | 6/16/2027 |
| Issue date: | 5/13/2024 |
| Last trading day: | 6/15/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.72 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.23 |
| Parity: | -1.76 |
| Time value: | 2.26 |
| Break-even: | 227.60 |
| Moneyness: | 0.91 |
| Premium: | 0.21 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.06 |
| Spread %: | 2.73% |
| Delta: | 0.55 |
| Theta: | -0.02 |
| Omega: | 4.56 |
| Rho: | 2.08 |
Quote data
| Open: | 2.2200 |
|---|---|
| High: | 2.2500 |
| Low: | 2.2200 |
| Previous Close: | 2.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.29% | ||
|---|---|---|---|
| 1 Month | +15.03% | ||
| 3 Months | +77.60% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.2700 | 1.8100 |
|---|---|---|
| 1M High / 1M Low: | 2.2700 | 1.7900 |
| 6M High / 6M Low: | 2.2700 | 1.0400 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.0540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0039 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7337 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 123.65% | |
| Volatility 6M: | 105.22% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
