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: | - |
