HSBC WAR. CALL 12/26 SIE/ DE000HG1JVH4 /
| 2024-08-15 9:35:59 PM | Chg.+0.1900 | Bid9:59:43 PM | Ask9:59:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.5900EUR | +7.92% | 2.5800 Bid Size: 20,000 |
2.6200 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 160.00 - | 2026-12-16 | Call |
Master data
| WKN: | HG1JVH |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 2026-12-16 |
| Issue date: | 2022-03-07 |
| Last trading day: | 2026-12-15 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.86 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.24 |
| Parity: | -0.07 |
| Time value: | 2.43 |
| Break-even: | 184.30 |
| Moneyness: | 1.00 |
| Premium: | 0.16 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.04 |
| Spread %: | 1.67% |
| Delta: | 0.66 |
| Theta: | -0.02 |
| Omega: | 4.35 |
| Rho: | 1.91 |
Quote data
| Open: | 2.4000 |
|---|---|
| High: | 2.5900 |
| Low: | 2.3800 |
| Previous Close: | 2.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.71% | ||
|---|---|---|---|
| 1 Month | -35.89% | ||
| 3 Months | -44.89% | ||
| YTD | -20.06% | ||
| 1 Year | +40.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4500 | 2.2600 |
|---|---|---|
| 1M High / 1M Low: | 4.0600 | 2.1500 |
| 6M High / 6M Low: | 4.7800 | 2.1500 |
| High (YTD): | 2024-05-13 | 4.7800 |
| Low (YTD): | 2024-08-07 | 2.1500 |
| 52W High: | 2024-05-13 | 4.7800 |
| 52W Low: | 2023-10-26 | 1.0600 |
| Avg. price 1W: | 2.3500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.9396 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.7027 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.9253 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 102.69% | |
| Volatility 6M: | 81.72% | |
| Volatility 1Y: | 80.62% | |
| Volatility 3Y: | - |
