HSBC WAR. CALL 12/27 SIE/ DE000HG7SFC6 /
| 9/10/2024 3:37:25 PM | Chg.-0.0300 | Bid4:39:45 PM | Ask4:39:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0700EUR | -2.73% | 1.0500 Bid Size: 50,000 |
1.0800 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 230.00 - | 12/15/2027 | Call |
Master data
| WKN: | HG7SFC |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 230.00 - |
| Maturity: | 12/15/2027 |
| Issue date: | 1/18/2023 |
| Last trading day: | 12/14/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 14.65 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.43 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.24 |
| Parity: | -6.74 |
| Time value: | 1.11 |
| Break-even: | 241.10 |
| Moneyness: | 0.71 |
| Premium: | 0.48 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.05 |
| Spread %: | 4.72% |
| Delta: | 0.33 |
| Theta: | -0.01 |
| Omega: | 4.88 |
| Rho: | 1.41 |
Quote data
| Open: | 1.0500 |
|---|---|
| High: | 1.0800 |
| Low: | 1.0500 |
| Previous Close: | 1.1000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.08% | ||
|---|---|---|---|
| 1 Month | +9.18% | ||
| 3 Months | -33.54% | ||
| YTD | -28.19% | ||
| 1 Year | +67.19% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1900 | 1.0500 |
|---|---|---|
| 1M High / 1M Low: | 1.2500 | 0.9500 |
| 6M High / 6M Low: | 2.2800 | 0.9200 |
| High (YTD): | 5/13/2024 | 2.2800 |
| Low (YTD): | 8/7/2024 | 0.9200 |
| 52W High: | 5/13/2024 | 2.2800 |
| 52W Low: | 10/20/2023 | 0.4900 |
| Avg. price 1W: | 1.1240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1095 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5587 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.3382 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 51.81% | |
| Volatility 6M: | 91.46% | |
| Volatility 1Y: | 86.39% | |
| Volatility 3Y: | - |
