HSBC WAR. CALL 12/28 SIE/ DE000HS3S5Y7 /
9/6/2024 9:35:53 PM | Chg.-0.0100 | Bid9:59:12 PM | Ask9:59:12 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8400EUR | -1.18% | 0.7800 Bid Size: 20,000 |
0.8300 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 290.00 EUR | 12/13/2028 | Call |
Master data
WKN: | HS3S5Y |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 290.00 EUR |
Maturity: | 12/13/2028 |
Issue date: | 12/18/2023 |
Last trading day: | 12/12/2028 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 19.41 |
Leverage: | Yes |
Calculated values
Fair value: | 0.97 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.24 |
Parity: | -12.89 |
Time value: | 0.83 |
Break-even: | 298.30 |
Moneyness: | 0.56 |
Premium: | 0.85 |
Premium p.a.: | 0.16 |
Spread abs.: | 0.05 |
Spread %: | 6.41% |
Delta: | 0.24 |
Theta: | -0.01 |
Omega: | 4.58 |
Rho: | 1.27 |
Quote data
Open: | 0.8200 |
---|---|
High: | 0.9100 |
Low: | 0.8200 |
Previous Close: | 0.8500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -11.58% | ||
---|---|---|---|
1 Month | +13.51% | ||
3 Months | -25.66% | ||
YTD | -18.45% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.9500 | 0.8400 |
---|---|---|
1M High / 1M Low: | 0.9500 | 0.7400 |
6M High / 6M Low: | 1.6400 | 0.7400 |
High (YTD): | 3/15/2024 | 1.6400 |
Low (YTD): | 8/7/2024 | 0.7400 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8900 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8530 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.1479 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 57.96% | |
Volatility 6M: | 81.26% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |