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: | - |