HSBC WAR. CALL 12/27 SIE/ DE000HG7SEY3 /
9/10/2024 3:35:29 PM | Chg.-0.0600 | Bid5:58:39 PM | Ask5:58:39 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.7500EUR | -1.57% | 3.7000 Bid Size: 20,000 |
3.7500 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 145.00 - | 12/15/2027 | Call |
Master data
WKN: | HG7SEY |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 145.00 - |
Maturity: | 12/15/2027 |
Issue date: | 1/18/2023 |
Last trading day: | 12/14/2027 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.25 |
Leverage: | Yes |
Calculated values
Fair value: | 4.48 |
---|---|
Intrinsic value: | 1.76 |
Implied volatility: | 0.16 |
Historic volatility: | 0.24 |
Parity: | 1.76 |
Time value: | 2.07 |
Break-even: | 183.30 |
Moneyness: | 1.12 |
Premium: | 0.13 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.05 |
Spread %: | 1.32% |
Delta: | 0.83 |
Theta: | -0.01 |
Omega: | 3.51 |
Rho: | 3.14 |
Quote data
Open: | 3.7600 |
---|---|
High: | 3.8100 |
Low: | 3.7500 |
Previous Close: | 3.8100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -10.50% | ||
---|---|---|---|
1 Month | +8.70% | ||
3 Months | -25.60% | ||
YTD | -15.35% | ||
1 Year | +43.68% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.1900 | 3.7100 |
---|---|---|
1M High / 1M Low: | 4.3600 | 3.4100 |
6M High / 6M Low: | 6.2900 | 3.2800 |
High (YTD): | 5/10/2024 | 6.2900 |
Low (YTD): | 8/7/2024 | 3.2800 |
52W High: | 5/10/2024 | 6.2900 |
52W Low: | 10/26/2023 | 1.7100 |
Avg. price 1W: | 3.9560 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.9600 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 4.8737 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 4.1955 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 44.64% | |
Volatility 6M: | 65.88% | |
Volatility 1Y: | 65.99% | |
Volatility 3Y: | - |