HSBC WAR. CALL 06/27 SIE/ DE000HS6GPH7 /
| 7/10/2024 9:35:02 PM | Chg.+0.0400 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9700EUR | +4.30% | 0.9800 Bid Size: 20,000 |
1.0200 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 250.00 EUR | 6/16/2027 | Call |
Master data
| WKN: | HS6GPH |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 EUR |
| Maturity: | 6/16/2027 |
| Issue date: | 5/13/2024 |
| Last trading day: | 6/15/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.20 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.23 |
| Parity: | -7.67 |
| Time value: | 0.93 |
| Break-even: | 259.30 |
| Moneyness: | 0.69 |
| Premium: | 0.50 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.04 |
| Spread %: | 4.49% |
| Delta: | 0.29 |
| Theta: | -0.01 |
| Omega: | 5.37 |
| Rho: | 1.19 |
Quote data
| Open: | 0.9300 |
|---|---|
| High: | 0.9700 |
| Low: | 0.9200 |
| Previous Close: | 0.9300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.73% | ||
|---|---|---|---|
| 1 Month | -3.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0500 | 0.9300 |
|---|---|---|
| 1M High / 1M Low: | 1.1100 | 0.8300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9555 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 110.66% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
