HSBC WAR. CALL 12/28 SIE/ DE000HS3S5L4 /
| 7/31/2024 7:35:26 PM | Chg.+0.0300 | Bid8:44:17 PM | Ask8:44:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.8700EUR | +1.06% | 2.8700 Bid Size: 20,000 |
2.9200 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 185.00 EUR | 12/13/2028 | Call |
Master data
| WKN: | HS3S5L |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 185.00 EUR |
| Maturity: | 12/13/2028 |
| Issue date: | 12/18/2023 |
| Last trading day: | 12/12/2028 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.74 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.24 |
| Parity: | -1.65 |
| Time value: | 2.86 |
| Break-even: | 213.60 |
| Moneyness: | 0.91 |
| Premium: | 0.27 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.05 |
| Spread %: | 1.78% |
| Delta: | 0.64 |
| Theta: | -0.01 |
| Omega: | 3.77 |
| Rho: | 3.46 |
Quote data
| Open: | 2.8400 |
|---|---|
| High: | 2.9000 |
| Low: | 2.8400 |
| Previous Close: | 2.8400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.90% | ||
|---|---|---|---|
| 1 Month | -16.08% | ||
| 3 Months | -23.06% | ||
| YTD | -5.28% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.0500 | 2.8400 |
|---|---|---|
| 1M High / 1M Low: | 3.8500 | 2.8400 |
| 6M High / 6M Low: | 4.4400 | 2.8400 |
| High (YTD): | 5/10/2024 | 4.4400 |
| Low (YTD): | 1/17/2024 | 2.4700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.9100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.3559 | |
| Avg. volume 1M: | 3.6364 | |
| Avg. price 6M: | 3.5489 | |
| Avg. volume 6M: | .6299 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 75.06% | |
| Volatility 6M: | 67.70% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
