HSBC WAR. CALL 06/27 SIE/ DE000HS6GPF1 /
11/10/2024 21:36:33 | Chg.+0.0200 | Bid21:59:16 | Ask21:59:16 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.1400EUR | +1.79% | 1.1400 Bid Size: 20,000 |
1.1900 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 240.00 EUR | 16/06/2027 | Call |
Master data
WKN: | HS6GPF |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 240.00 EUR |
Maturity: | 16/06/2027 |
Issue date: | 13/05/2024 |
Last trading day: | 15/06/2027 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 15.62 |
Leverage: | Yes |
Calculated values
Fair value: | 1.72 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.19 |
Historic volatility: | 0.24 |
Parity: | -5.42 |
Time value: | 1.19 |
Break-even: | 251.90 |
Moneyness: | 0.77 |
Premium: | 0.36 |
Premium p.a.: | 0.12 |
Spread abs.: | 0.05 |
Spread %: | 4.39% |
Delta: | 0.35 |
Theta: | -0.02 |
Omega: | 5.52 |
Rho: | 1.44 |
Quote data
Open: | 1.0900 |
---|---|
High: | 1.1400 |
Low: | 1.0900 |
Previous Close: | 1.1200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -3.39% | ||
---|---|---|---|
1 Month | +52.00% | ||
3 Months | -11.63% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.2400 | 1.1000 |
---|---|---|
1M High / 1M Low: | 1.2400 | 0.7300 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.1640 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9595 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 138.41% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |