HSBC WAR. CALL 06/27 SIE/ DE000HS6GP76 /
2024-09-10 1:35:58 PM | Chg.-0.0300 | Bid3:04:15 PM | Ask3:04:15 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.3700EUR | -2.14% | 1.3500 Bid Size: 50,000 |
1.3700 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 200.00 EUR | 2027-06-16 | Call |
Master data
WKN: | HS6GP7 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 200.00 EUR |
Maturity: | 2027-06-16 |
Issue date: | 2024-05-13 |
Last trading day: | 2027-06-15 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 11.53 |
Leverage: | Yes |
Calculated values
Fair value: | 1.84 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.20 |
Historic volatility: | 0.24 |
Parity: | -3.74 |
Time value: | 1.41 |
Break-even: | 214.10 |
Moneyness: | 0.81 |
Premium: | 0.32 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.04 |
Spread %: | 2.92% |
Delta: | 0.43 |
Theta: | -0.02 |
Omega: | 4.97 |
Rho: | 1.55 |
Quote data
Open: | 1.3500 |
---|---|
High: | 1.3800 |
Low: | 1.3500 |
Previous Close: | 1.4000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -11.04% | ||
---|---|---|---|
1 Month | +13.22% | ||
3 Months | -34.13% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.5400 | 1.3300 |
---|---|---|
1M High / 1M Low: | 1.6400 | 1.1800 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.4420 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.4362 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 62.63% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |