HSBC Call 195 SIE 13.12.2028
/ DE000HS3S5N0
HSBC Call 195 SIE 13.12.2028/ DE000HS3S5N0 /
7/9/2024 8:39:49 AM |
Chg.-0.09 |
Bid7:11:25 PM |
Ask7:11:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.12EUR |
-2.80% |
2.92 Bid Size: 50,000 |
2.97 Ask Size: 50,000 |
SIEMENS AG NA O.N. |
195.00 EUR |
12/13/2028 |
Call |
Master data
WKN: |
HS3S5N |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
195.00 EUR |
Maturity: |
12/13/2028 |
Issue date: |
12/18/2023 |
Last trading day: |
12/12/2028 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.89 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.23 |
Parity: |
-1.78 |
Time value: |
3.19 |
Break-even: |
226.90 |
Moneyness: |
0.91 |
Premium: |
0.28 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.05 |
Spread %: |
1.59% |
Delta: |
0.64 |
Theta: |
-0.02 |
Omega: |
3.56 |
Rho: |
3.62 |
Quote data
Open: |
3.12 |
High: |
3.12 |
Low: |
3.12 |
Previous Close: |
3.21 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.58% |
1 Month |
|
|
-1.58% |
3 Months |
|
|
-0.95% |
YTD |
|
|
+18.18% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.21 |
3.11 |
1M High / 1M Low: |
3.25 |
2.64 |
6M High / 6M Low: |
3.98 |
2.19 |
High (YTD): |
5/13/2024 |
3.98 |
Low (YTD): |
1/17/2024 |
2.19 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.17 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.96 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.09 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.24% |
Volatility 6M: |
|
62.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |