HSBC WAR. CALL 12/27 SIE/ DE000HG7SFC6 /
| 15/11/2024 21:37:40 | Chg.-0.0500 | Bid21:59:17 | Ask21:59:17 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8100EUR | -2.69% | 1.7700 Bid Size: 20,000 |
1.8400 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 230.00 - | 15/12/2027 | 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: | 15/12/2027 |
| Issue date: | 18/01/2023 |
| Last trading day: | 14/12/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.25 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.23 |
| Parity: | -4.26 |
| Time value: | 1.84 |
| Break-even: | 248.40 |
| Moneyness: | 0.81 |
| Premium: | 0.33 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.07 |
| Spread %: | 3.95% |
| Delta: | 0.45 |
| Theta: | -0.02 |
| Omega: | 4.56 |
| Rho: | 2.02 |
Quote data
| Open: | 1.7900 |
|---|---|
| High: | 1.8200 |
| Low: | 1.7900 |
| Previous Close: | 1.8600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.38% | ||
|---|---|---|---|
| 1 Month | +11.73% | ||
| 3 Months | +70.75% | ||
| YTD | +21.48% | ||
| 1 Year | +74.04% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8600 | 1.4600 |
|---|---|---|
| 1M High / 1M Low: | 1.8600 | 1.4600 |
| 6M High / 6M Low: | 1.8600 | 0.9200 |
| High (YTD): | 13/05/2024 | 2.2800 |
| Low (YTD): | 07/08/2024 | 0.9200 |
| 52W High: | 13/05/2024 | 2.2800 |
| 52W Low: | 07/08/2024 | 0.9200 |
| Avg. price 1W: | 1.6700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6357 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4367 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.5048 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 122.70% | |
| Volatility 6M: | 98.14% | |
| Volatility 1Y: | 87.61% | |
| Volatility 3Y: | - |
