HSBC Call 165 SIE 13.12.2028
/ DE000HS3S5G4
HSBC Call 165 SIE 13.12.2028/ DE000HS3S5G4 /
9/6/2024 9:35:48 PM |
Chg.-0.260 |
Bid9:57:10 PM |
Ask9:57:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.090EUR |
-7.76% |
3.060 Bid Size: 20,000 |
3.110 Ask Size: 20,000 |
SIEMENS AG NA O.N. |
165.00 EUR |
12/13/2028 |
Call |
Master data
WKN: |
HS3S5G |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
165.00 EUR |
Maturity: |
12/13/2028 |
Issue date: |
12/18/2023 |
Last trading day: |
12/12/2028 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.98 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.24 |
Parity: |
-0.39 |
Time value: |
3.11 |
Break-even: |
196.10 |
Moneyness: |
0.98 |
Premium: |
0.22 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.05 |
Spread %: |
1.63% |
Delta: |
0.71 |
Theta: |
-0.01 |
Omega: |
3.67 |
Rho: |
3.55 |
Quote data
Open: |
3.330 |
High: |
3.440 |
Low: |
3.080 |
Previous Close: |
3.350 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-16.71% |
1 Month |
|
|
+5.82% |
3 Months |
|
|
-28.80% |
YTD |
|
|
-18.47% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.710 |
3.090 |
1M High / 1M Low: |
3.710 |
2.860 |
6M High / 6M Low: |
5.420 |
2.710 |
High (YTD): |
5/10/2024 |
5.420 |
Low (YTD): |
8/7/2024 |
2.710 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.418 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.322 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.187 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
53.24% |
Volatility 6M: |
|
70.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |