HSBC Call 155 SIE 13.12.2028
/ DE000HS3S5E9
HSBC Call 155 SIE 13.12.2028/ DE000HS3S5E9 /
| 7/9/2024 8:39:49 AM |
Chg.-0.11 |
Bid6:16:54 PM |
Ask6:16:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.99EUR |
-2.16% |
4.71
Bid Size: 50,000 |
4.76
Ask Size: 50,000 |
SIEMENS AG NA O.N. |
155.00 EUR |
12/13/2028 |
Call |
Master data
| WKN: |
HS3S5E |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 EUR |
| Maturity: |
12/13/2028 |
| Issue date: |
12/18/2023 |
| Last trading day: |
12/12/2028 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.75 |
| Intrinsic value: |
2.22 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.23 |
| Parity: |
2.22 |
| Time value: |
2.84 |
| Break-even: |
205.60 |
| Moneyness: |
1.14 |
| Premium: |
0.16 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.05 |
| Spread %: |
1.00% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
2.98 |
| Rho: |
4.44 |
Quote data
| Open: |
4.99 |
| High: |
4.99 |
| Low: |
4.99 |
| Previous Close: |
5.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.40% |
| 1 Month |
|
|
+0.20% |
| 3 Months |
|
|
+2.05% |
| YTD |
|
|
+19.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.10 |
4.96 |
| 1M High / 1M Low: |
5.10 |
4.24 |
| 6M High / 6M Low: |
5.99 |
3.53 |
| High (YTD): |
5/13/2024 |
5.99 |
| Low (YTD): |
1/17/2024 |
3.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.54% |
| Volatility 6M: |
|
52.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
