HSBC WAR. CALL 12/27 SIE/ DE000HG7SEY3 /
| 11/15/2024 9:35:04 PM | Chg.-0.080 | Bid9:58:12 PM | Ask9:58:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.660EUR | -1.39% | 5.650 Bid Size: 20,000 |
5.720 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: | 3.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.25 |
|---|---|
| Intrinsic value: | 4.24 |
| Implied volatility: | 0.15 |
| Historic volatility: | 0.23 |
| Parity: | 4.24 |
| Time value: | 1.48 |
| Break-even: | 202.20 |
| Moneyness: | 1.29 |
| Premium: | 0.08 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.07 |
| Spread %: | 1.24% |
| Delta: | 0.93 |
| Theta: | -0.01 |
| Omega: | 3.05 |
| Rho: | 3.61 |
Quote data
| Open: | 5.680 |
|---|---|
| High: | 5.730 |
| Low: | 5.660 |
| Previous Close: | 5.740 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.99% | ||
|---|---|---|---|
| 1 Month | +9.27% | ||
| 3 Months | +47.40% | ||
| YTD | +27.77% | ||
| 1 Year | +81.99% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.740 | 4.930 |
|---|---|---|
| 1M High / 1M Low: | 5.740 | 4.930 |
| 6M High / 6M Low: | 5.740 | 3.280 |
| High (YTD): | 5/10/2024 | 6.290 |
| Low (YTD): | 8/7/2024 | 3.280 |
| 52W High: | 5/10/2024 | 6.290 |
| 52W Low: | 11/20/2023 | 3.110 |
| Avg. price 1W: | 5.362 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.273 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.721 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.690 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 77.82% | |
| Volatility 6M: | 69.32% | |
| Volatility 1Y: | 62.06% | |
| Volatility 3Y: | - |
