HSBC Call 310 SIE 15.12.2027
/ DE000HS5J457
HSBC Call 310 SIE 15.12.2027/ DE000HS5J457 /
| 02/08/2024 17:42:33 |
Chg.-0.040 |
Bid02/08/2024 |
Ask02/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-10.00% |
0.360
Bid Size: 20,000 |
0.410
Ask Size: 20,000 |
SIEMENS AG NA O.N. |
310.00 EUR |
15/12/2027 |
Call |
Master data
| WKN: |
HS5J45 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 EUR |
| Maturity: |
15/12/2027 |
| Issue date: |
19/03/2024 |
| Last trading day: |
14/12/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
36.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.24 |
| Parity: |
-14.55 |
| Time value: |
0.45 |
| Break-even: |
314.50 |
| Moneyness: |
0.53 |
| Premium: |
0.91 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.05 |
| Spread %: |
12.50% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
5.54 |
| Rho: |
0.69 |
Quote data
| Open: |
0.390 |
| High: |
0.410 |
| Low: |
0.360 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.53% |
| 1 Month |
|
|
-42.86% |
| 3 Months |
|
|
-47.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.400 |
| 1M High / 1M Low: |
0.700 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.462 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.570 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
