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: | - |
