HSBC WAR. CALL 12/27 SIE/ DE000HS5J457 /
10/9/2024 9:37:14 PM | Chg.+0.1000 | Bid9:58:45 PM | Ask9:58:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.6700EUR | +17.54% | 0.6700 Bid Size: 20,000 |
0.7200 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 310.00 EUR | 12/15/2027 | 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: | 12/15/2027 |
Issue date: | 3/19/2024 |
Last trading day: | 12/14/2027 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 31.61 |
Leverage: | Yes |
Calculated values
Fair value: | 0.75 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.24 |
Parity: | -12.98 |
Time value: | 0.57 |
Break-even: | 315.70 |
Moneyness: | 0.58 |
Premium: | 0.75 |
Premium p.a.: | 0.19 |
Spread abs.: | 0.05 |
Spread %: | 9.62% |
Delta: | 0.18 |
Theta: | -0.01 |
Omega: | 5.61 |
Rho: | 0.84 |
Quote data
Open: | 0.5200 |
---|---|
High: | 0.6700 |
Low: | 0.5200 |
Previous Close: | 0.5700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +15.52% | ||
---|---|---|---|
1 Month | +52.27% | ||
3 Months | +4.69% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6000 | 0.5600 |
---|---|---|
1M High / 1M Low: | 0.6400 | 0.4300 |
6M High / 6M Low: | 0.9500 | 0.3800 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.5780 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5082 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.5865 | |
Avg. volume 6M: | 46.3077 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 107.85% | |
Volatility 6M: | 94.28% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |