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HSBC Call 290 SIE 13.12.2028/  DE000HS3S5Y7  /

Frankfurt Zert./HSBC
2024-08-01  10:21:07 AM Chg.-0.050 Bid10:25:09 AM Ask10:25:09 AM Underlying Strike price Expiration date Option type
0.870EUR -5.43% 0.870
Bid Size: 50,000		 0.900
Ask Size: 50,000		 SIEMENS AG NA O.N. 290.00 EUR 2028-12-13 Call
 

Master data

WKN: HS3S5Y
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 290.00 EUR
Maturity: 2028-12-13
Issue date: 2023-12-18
Last trading day: 2028-12-12
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.47
Leverage: Yes

Calculated values

Fair value: 1.25
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.24
Parity: -12.06
Time value: 0.97
Break-even: 299.70
Moneyness: 0.58
Premium: 0.77
Premium p.a.: 0.14
Spread abs.: 0.05
Spread %: 5.43%
Delta: 0.26
Theta: -0.01
Omega: 4.58
Rho: 1.52
 

Quote data

Open: 0.920
High: 0.920
Low: 0.870
Previous Close: 0.920
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.45%
1 Month
  -28.10%
3 Months
  -32.03%
YTD
  -15.53%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.900
1M High / 1M Low: 1.260 0.900
6M High / 6M Low: 1.610 0.900
High (YTD): 2024-03-15 1.610
Low (YTD): 2024-01-17 0.790
52W High: - -
52W Low: - -
Avg. price 1W:   0.918
Avg. volume 1W:   0.000
Avg. price 1M:   1.089
Avg. volume 1M:   0.000
Avg. price 6M:   1.196
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.12%
Volatility 6M:   87.32%
Volatility 1Y:   -
Volatility 3Y:   -