HSBC WAR. CALL 12/27 SIE/ DE000HS2SZC1 /
| 8/15/2024 9:36:31 PM | Chg.+0.270 | Bid9:58:02 PM | Ask9:58:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.420EUR | +5.24% | 5.390 Bid Size: 20,000 |
5.440 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 120.00 EUR | 12/15/2027 | 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: | 12/15/2027 |
| Issue date: | 11/2/2023 |
| Last trading day: | 12/14/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.81 |
|---|---|
| Intrinsic value: | 3.93 |
| Implied volatility: | - |
| Historic volatility: | 0.24 |
| Parity: | 3.93 |
| Time value: | 1.26 |
| Break-even: | 171.90 |
| Moneyness: | 1.33 |
| Premium: | 0.08 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.05 |
| Spread %: | 0.97% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 5.160 |
|---|---|
| High: | 5.420 |
| Low: | 5.130 |
| Previous Close: | 5.150 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.62% | ||
|---|---|---|---|
| 1 Month | -24.93% | ||
| 3 Months | -20.99% | ||
| YTD | -9.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.420 | 4.960 |
|---|---|---|
| 1M High / 1M Low: | 7.220 | 4.780 |
| 6M High / 6M Low: | 8.040 | 4.780 |
| High (YTD): | 5/13/2024 | 8.040 |
| Low (YTD): | 8/7/2024 | 4.780 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.118 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.741 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.720 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 71.07% | |
| Volatility 6M: | 54.83% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
