HSBC WAR. CALL 12/27 SIE/ DE000HS57J20 /
| 7/31/2024 9:35:08 PM | Chg.+0.0200 | Bid9:40:33 PM | Ask9:40:33 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5600EUR | +3.70% | 0.5400 Bid Size: 20,000 |
0.5900 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 300.00 EUR | 12/15/2027 | 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: | 12/15/2027 |
| Issue date: | 3/4/2024 |
| Last trading day: | 12/14/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 29.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.69 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.24 |
| Parity: | -13.15 |
| Time value: | 0.57 |
| Break-even: | 305.70 |
| Moneyness: | 0.56 |
| Premium: | 0.81 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.05 |
| Spread %: | 9.62% |
| Delta: | 0.18 |
| Theta: | -0.01 |
| Omega: | 5.37 |
| Rho: | 0.84 |
Quote data
| Open: | 0.5300 |
|---|---|
| High: | 0.5600 |
| Low: | 0.5300 |
| Previous Close: | 0.5400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.68% | ||
|---|---|---|---|
| 1 Month | -20.00% | ||
| 3 Months | -32.53% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6200 | 0.5400 |
|---|---|---|
| 1M High / 1M Low: | 0.7800 | 0.5400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6795 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 91.27% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
