HSBC WAR. CALL 12/27 SIE/ DE000HS57J20 /
28/06/2024 09:35:27 | Chg.+0.0200 | Bid09:36:33 | Ask09:36:33 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.6800EUR | +3.03% | 0.6900 Bid Size: 50,000 |
0.7200 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 300.00 EUR | 15/12/2027 | Call |
Master data
WKN: | HS57J2 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 300.00 EUR |
Maturity: | 15/12/2027 |
Issue date: | 04/03/2024 |
Last trading day: | 14/12/2027 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 24.79 |
Leverage: | Yes |
Calculated values
Fair value: | 0.81 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.23 |
Parity: | -12.65 |
Time value: | 0.70 |
Break-even: | 307.00 |
Moneyness: | 0.58 |
Premium: | 0.77 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.05 |
Spread %: | 7.69% |
Delta: | 0.21 |
Theta: | -0.01 |
Omega: | 5.16 |
Rho: | 1.01 |
Quote data
Open: | 0.6600 |
---|---|
High: | 0.6800 |
Low: | 0.6600 |
Previous Close: | 0.6600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +19.30% | ||
---|---|---|---|
1 Month | -17.07% | ||
3 Months | -16.05% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6600 | 0.5700 |
---|---|---|
1M High / 1M Low: | 0.8200 | 0.5700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.6000 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.6822 | |
Avg. volume 1M: | .0870 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 90.22% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |