HSBC WAR. CALL 12/28 SIE/ DE000HS3S5F6 /
| 2024-10-11 3:37:00 PM | Chg.+0.0700 | Bid7:09:46 PM | Ask7:09:46 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.9300EUR | +1.44% | 4.9500 Bid Size: 20,000 |
5.0200 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 160.00 EUR | 2028-12-13 | Call |
Master data
| WKN: | HS3S5F |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 EUR |
| Maturity: | 2028-12-13 |
| Issue date: | 2023-12-18 |
| Last trading day: | 2028-12-12 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.76 |
|---|---|
| Intrinsic value: | 2.34 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.24 |
| Parity: | 2.34 |
| Time value: | 2.59 |
| Break-even: | 209.30 |
| Moneyness: | 1.15 |
| Premium: | 0.14 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.07 |
| Spread %: | 1.44% |
| Delta: | 0.84 |
| Theta: | -0.01 |
| Omega: | 3.14 |
| Rho: | 4.40 |
Quote data
| Open: | 4.8500 |
|---|---|
| High: | 4.9300 |
| Low: | 4.8500 |
| Previous Close: | 4.8600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.86% | ||
|---|---|---|---|
| 1 Month | +45.00% | ||
| 3 Months | +3.79% | ||
| YTD | +22.64% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.9600 | 4.6200 |
|---|---|---|
| 1M High / 1M Low: | 4.9600 | 3.4000 |
| 6M High / 6M Low: | 5.7300 | 2.9600 |
| High (YTD): | 2024-05-10 | 5.7300 |
| Low (YTD): | 2024-08-07 | 2.9600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.8380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.2009 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.3202 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 78.79% | |
| Volatility 6M: | 69.52% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
