HSBC WAR. CALL 12/27 SIE/ DE000HG7SFE2 /
| 2024-09-06 9:35:07 PM | Chg.-0.0300 | Bid9:59:12 PM | Ask9:59:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8400EUR | -3.45% | 0.7800 Bid Size: 20,000 |
0.8300 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 250.00 - | 2027-12-15 | Call |
Master data
| WKN: | HG7SFE |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 2027-12-15 |
| Issue date: | 2023-01-18 |
| Last trading day: | 2027-12-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 19.41 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.24 |
| Parity: | -8.89 |
| Time value: | 0.83 |
| Break-even: | 258.30 |
| Moneyness: | 0.64 |
| Premium: | 0.60 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.05 |
| Spread %: | 6.41% |
| Delta: | 0.26 |
| Theta: | -0.01 |
| Omega: | 5.09 |
| Rho: | 1.11 |
Quote data
| Open: | 0.8400 |
|---|---|
| High: | 0.9300 |
| Low: | 0.8400 |
| Previous Close: | 0.8700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.40% | ||
|---|---|---|---|
| 1 Month | +9.09% | ||
| 3 Months | -33.86% | ||
| YTD | -28.81% | ||
| 1 Year | +75.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9700 | 0.8400 |
|---|---|---|
| 1M High / 1M Low: | 0.9700 | 0.7400 |
| 6M High / 6M Low: | 1.8200 | 0.7200 |
| High (YTD): | 2024-05-13 | 1.8200 |
| Low (YTD): | 2024-08-05 | 0.7200 |
| 52W High: | 2024-05-13 | 1.8200 |
| 52W Low: | 2023-10-20 | 0.3600 |
| Avg. price 1W: | 0.9040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8605 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2313 | |
| Avg. volume 6M: | 9.4488 | |
| Avg. price 1Y: | 1.0488 | |
| Avg. volume 1Y: | 4.7244 | |
| Volatility 1M: | 49.16% | |
| Volatility 6M: | 94.16% | |
| Volatility 1Y: | 87.53% | |
| Volatility 3Y: | - |
