HSBC WAR. CALL 12/27 SIE/ DE000HS5J457 /
| 2024-08-02 9:35:20 PM | Chg.-0.0500 | Bid9:59:40 PM | Ask9:59:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4000EUR | -11.11% | 0.3700 Bid Size: 20,000 |
0.4200 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 310.00 EUR | 2027-12-15 | 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: | 2027-12-15 |
| Issue date: | 2024-03-19 |
| Last trading day: | 2027-12-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 37.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.45 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.24 |
| Parity: | -15.22 |
| Time value: | 0.42 |
| Break-even: | 314.20 |
| Moneyness: | 0.51 |
| Premium: | 0.99 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.05 |
| Spread %: | 13.51% |
| Delta: | 0.14 |
| Theta: | -0.01 |
| Omega: | 5.39 |
| Rho: | 0.62 |
Quote data
| Open: | 0.3900 |
|---|---|
| High: | 0.4000 |
| Low: | 0.3900 |
| Previous Close: | 0.4500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -21.57% | ||
|---|---|---|---|
| 1 Month | -42.03% | ||
| 3 Months | -45.95% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5100 | 0.4000 |
|---|---|---|
| 1M High / 1M Low: | 0.7000 | 0.4000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5795 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 96.59% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
