HSBC WAR. CALL 12/27 SIE/ DE000HS2SZC1 /
| 2024-09-18 8:00:18 AM | Chg.-0.010 | Bid8:23:35 AM | Ask8:23:35 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.650EUR | -0.18% | 5.650 Bid Size: 50,000 |
5.700 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 120.00 EUR | 2027-12-15 | Call |
Master data
| WKN: | HS2SZC |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 EUR |
| Maturity: | 2027-12-15 |
| Issue date: | 2023-11-02 |
| Last trading day: | 2027-12-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.92 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.33 |
|---|---|
| Intrinsic value: | 4.64 |
| Implied volatility: | - |
| Historic volatility: | 0.24 |
| Parity: | 4.64 |
| Time value: | 1.05 |
| Break-even: | 176.90 |
| Moneyness: | 1.39 |
| Premium: | 0.06 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.05 |
| Spread %: | 0.89% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 5.650 |
|---|---|
| High: | 5.650 |
| Low: | 5.650 |
| Previous Close: | 5.660 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.02% | ||
|---|---|---|---|
| 1 Month | +3.48% | ||
| 3 Months | -9.16% | ||
| YTD | -5.83% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.660 | 5.380 |
|---|---|---|
| 1M High / 1M Low: | 6.060 | 5.300 |
| 6M High / 6M Low: | 8.040 | 4.780 |
| High (YTD): | 2024-05-13 | 8.040 |
| Low (YTD): | 2024-08-07 | 4.780 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.498 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.656 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.469 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 35.40% | |
| Volatility 6M: | 54.21% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
