HSBC Call 300 SIE 13.12.2028
/ DE000HS51F04
HSBC Call 300 SIE 13.12.2028/ DE000HS51F04 /
7/31/2024 6:35:38 PM |
Chg.+0.020 |
Bid6:39:51 PM |
Ask6:39:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
+2.41% |
0.850 Bid Size: 20,000 |
0.900 Ask Size: 20,000 |
SIEMENS AG NA O.N. |
300.00 EUR |
12/13/2028 |
Call |
Master data
WKN: |
HS51F0 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 EUR |
Maturity: |
12/13/2028 |
Issue date: |
2/26/2024 |
Last trading day: |
12/12/2028 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
19.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.24 |
Parity: |
-13.15 |
Time value: |
0.88 |
Break-even: |
308.80 |
Moneyness: |
0.56 |
Premium: |
0.83 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.05 |
Spread %: |
6.02% |
Delta: |
0.24 |
Theta: |
-0.01 |
Omega: |
4.62 |
Rho: |
1.39 |
Quote data
Open: |
0.840 |
High: |
0.880 |
Low: |
0.830 |
Previous Close: |
0.830 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-4.49% |
1 Month |
|
|
-11.46% |
3 Months |
|
|
-24.78% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.890 |
0.830 |
1M High / 1M Low: |
1.160 |
0.830 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.854 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.005 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
86.99% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |