HSBC Call 165 SIE 13.12.2028
/ DE000HS3S5G4
HSBC Call 165 SIE 13.12.2028/ DE000HS3S5G4 /
| 7/9/2024 8:39:49 AM |
Chg.-0.11 |
Bid3:55:05 PM |
Ask3:55:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.45EUR |
-2.41% |
4.26
Bid Size: 50,000 |
4.29
Ask Size: 50,000 |
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: |
3.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.22 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.23 |
| Parity: |
1.22 |
| Time value: |
3.31 |
| Break-even: |
210.30 |
| Moneyness: |
1.07 |
| Premium: |
0.19 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
1.12% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
3.12 |
| Rho: |
4.25 |
Quote data
| Open: |
4.45 |
| High: |
4.45 |
| Low: |
4.45 |
| Previous Close: |
4.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-0.22% |
| 3 Months |
|
|
+1.60% |
| YTD |
|
|
+19.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.56 |
4.43 |
| 1M High / 1M Low: |
4.56 |
3.77 |
| 6M High / 6M Low: |
5.43 |
3.12 |
| High (YTD): |
5/13/2024 |
5.43 |
| Low (YTD): |
1/17/2024 |
3.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.29% |
| Volatility 6M: |
|
55.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
