HSBC Call 165 SIE 13.12.2028
/ DE000HS3S5G4
HSBC Call 165 SIE 13.12.2028/ DE000HS3S5G4 /
| 7/31/2024 9:35:45 PM |
Chg.+0.060 |
Bid9:38:55 PM |
Ask9:38:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.690EUR |
+1.65% |
3.690
Bid Size: 20,000 |
3.740
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: |
4.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.59 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.24 |
| Parity: |
0.35 |
| Time value: |
3.33 |
| Break-even: |
201.80 |
| Moneyness: |
1.02 |
| Premium: |
0.20 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
1.38% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
3.48 |
| Rho: |
3.99 |
Quote data
| Open: |
3.660 |
| High: |
3.750 |
| Low: |
3.640 |
| Previous Close: |
3.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.40% |
| 1 Month |
|
|
-12.97% |
| 3 Months |
|
|
-19.61% |
| YTD |
|
|
-2.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.860 |
3.630 |
| 1M High / 1M Low: |
4.840 |
3.630 |
| 6M High / 6M Low: |
5.420 |
3.560 |
| High (YTD): |
5/10/2024 |
5.420 |
| Low (YTD): |
1/17/2024 |
3.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.718 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.231 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.406 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.14% |
| Volatility 6M: |
|
64.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
