HSBC WAR. CALL 06/27 SIE/ DE000HS6GPK1 /
2024-08-05 5:35:41 PM | Chg.-0.0100 | Bid6:03:05 PM | Ask6:03:05 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4800EUR | -2.04% | 0.4700 Bid Size: 20,000 |
0.5500 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 260.00 EUR | 2027-06-16 | Call |
Master data
WKN: | HS6GPK |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 260.00 EUR |
Maturity: | 2027-06-16 |
Issue date: | 2024-05-13 |
Last trading day: | 2027-06-15 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 29.77 |
Leverage: | Yes |
Calculated values
Fair value: | 0.67 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.24 |
Parity: | -10.22 |
Time value: | 0.53 |
Break-even: | 265.30 |
Moneyness: | 0.61 |
Premium: | 0.68 |
Premium p.a.: | 0.20 |
Spread abs.: | 0.04 |
Spread %: | 8.16% |
Delta: | 0.19 |
Theta: | -0.01 |
Omega: | 5.71 |
Rho: | 0.71 |
Quote data
Open: | 0.3900 |
---|---|
High: | 0.4800 |
Low: | 0.3900 |
Previous Close: | 0.4900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -28.36% | ||
---|---|---|---|
1 Month | -47.25% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6700 | 0.4900 |
---|---|---|
1M High / 1M Low: | 0.9700 | 0.4900 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.6140 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7690 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 118.41% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |