HSBC WAR. CALL 06/27 SIE/ DE000HS6GPL9 /
2024-08-05 7:36:30 PM | Chg.-0.0200 | Bid7:46:00 PM | Ask7:46:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4500EUR | -4.26% | 0.4400 Bid Size: 20,000 |
0.5200 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 265.00 EUR | 2027-06-16 | Call |
Master data
WKN: | HS6GPL |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 265.00 EUR |
Maturity: | 2027-06-16 |
Issue date: | 2024-05-13 |
Last trading day: | 2027-06-15 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 32.20 |
Leverage: | Yes |
Calculated values
Fair value: | 0.62 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.24 |
Parity: | -10.72 |
Time value: | 0.49 |
Break-even: | 269.90 |
Moneyness: | 0.60 |
Premium: | 0.71 |
Premium p.a.: | 0.21 |
Spread abs.: | 0.04 |
Spread %: | 8.89% |
Delta: | 0.18 |
Theta: | -0.01 |
Omega: | 5.78 |
Rho: | 0.67 |
Quote data
Open: | 0.3600 |
---|---|
High: | 0.4500 |
Low: | 0.3600 |
Previous Close: | 0.4700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -27.42% | ||
---|---|---|---|
1 Month | -47.06% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6300 | 0.4700 |
---|---|---|
1M High / 1M Low: | 0.9100 | 0.4700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.5740 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7210 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 118.12% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |