HSBC WAR. CALL 06/27 SIE/ DE000HS7FW02 /
9/10/2024 5:37:15 PM | Chg.-0.0600 | Bid6:16:50 PM | Ask6:16:50 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.8500EUR | -2.06% | 2.8000 Bid Size: 20,000 |
2.8400 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 157.50 EUR | 6/16/2027 | Call |
Master data
WKN: | HS7FW0 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 157.50 EUR |
Maturity: | 6/16/2027 |
Issue date: | 6/20/2024 |
Last trading day: | 6/15/2027 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.55 |
Leverage: | Yes |
Calculated values
Fair value: | 3.49 |
---|---|
Intrinsic value: | 0.51 |
Implied volatility: | 0.18 |
Historic volatility: | 0.24 |
Parity: | 0.51 |
Time value: | 2.42 |
Break-even: | 186.80 |
Moneyness: | 1.03 |
Premium: | 0.15 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.04 |
Spread %: | 1.38% |
Delta: | 0.72 |
Theta: | -0.02 |
Omega: | 4.00 |
Rho: | 2.43 |
Quote data
Open: | 2.8700 |
---|---|
High: | 2.9100 |
Low: | 2.8500 |
Previous Close: | 2.9100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -11.49% | ||
---|---|---|---|
1 Month | +10.47% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.2200 | 2.8100 |
---|---|---|
1M High / 1M Low: | 3.3800 | 2.5400 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.0260 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.0271 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 53.14% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |