HSBC Call 200 SIE 13.12.2028
/ DE000HS3S5P5
HSBC Call 200 SIE 13.12.2028/ DE000HS3S5P5 /
| 8/15/2024 8:39:56 AM |
Chg.+0.01 |
Bid9:47:10 PM |
Ask9:47:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.90EUR |
+0.53% |
2.03
Bid Size: 20,000 |
2.08
Ask Size: 20,000 |
SIEMENS AG NA O.N. |
200.00 EUR |
12/13/2028 |
Call |
Master data
| WKN: |
HS3S5P |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 EUR |
| Maturity: |
12/13/2028 |
| Issue date: |
12/18/2023 |
| Last trading day: |
12/12/2028 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.24 |
| Parity: |
-4.07 |
| Time value: |
1.94 |
| Break-even: |
219.40 |
| Moneyness: |
0.80 |
| Premium: |
0.38 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
2.65% |
| Delta: |
0.50 |
| Theta: |
-0.01 |
| Omega: |
4.12 |
| Rho: |
2.62 |
Quote data
| Open: |
1.90 |
| High: |
1.90 |
| Low: |
1.90 |
| Previous Close: |
1.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.83% |
| 1 Month |
|
|
-39.87% |
| 3 Months |
|
|
-47.37% |
| YTD |
|
|
-24.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.93 |
1.79 |
| 1M High / 1M Low: |
3.16 |
1.65 |
| 6M High / 6M Low: |
3.78 |
1.65 |
| High (YTD): |
5/13/2024 |
3.78 |
| Low (YTD): |
8/5/2024 |
1.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.08% |
| Volatility 6M: |
|
78.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
