HSBC WAR. CALL 12/28 SIE/ DE000HS3S5Y7 /
| 31/07/2024 21:36:53 | Chg.+0.0300 | Bid21:58:59 | Ask21:58:59 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9500EUR | +3.26% | 0.9200 Bid Size: 20,000 |
0.9700 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 290.00 EUR | 13/12/2028 | 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: | 13/12/2028 |
| Issue date: | 18/12/2023 |
| Last trading day: | 12/12/2028 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 17.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.24 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.24 |
| Parity: | -12.15 |
| Time value: | 0.95 |
| Break-even: | 299.50 |
| Moneyness: | 0.58 |
| Premium: | 0.78 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.05 |
| Spread %: | 5.56% |
| Delta: | 0.26 |
| Theta: | -0.01 |
| Omega: | 4.59 |
| Rho: | 1.49 |
Quote data
| Open: | 0.9100 |
|---|---|
| High: | 0.9500 |
| Low: | 0.9100 |
| Previous Close: | 0.9200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.86% | ||
|---|---|---|---|
| 1 Month | -15.93% | ||
| 3 Months | -28.03% | ||
| YTD | -7.77% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0200 | 0.9200 |
|---|---|---|
| 1M High / 1M Low: | 1.2600 | 0.9200 |
| 6M High / 6M Low: | 1.6400 | 0.9200 |
| High (YTD): | 15/03/2024 | 1.6400 |
| Low (YTD): | 17/01/2024 | 0.8100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1259 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2225 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 72.19% | |
| Volatility 6M: | 80.70% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
