HSBC WAR. CALL 12/28 SIE/ DE000HS3S5Y7 /
10/10/2024 09:35:38 | Chg.-0.0200 | Bid10:58:31 | Ask10:58:31 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.2000EUR | -1.64% | 1.2100 Bid Size: 50,000 |
1.2500 Ask Size: 50,000 |
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: | 14.52 |
Leverage: | Yes |
Calculated values
Fair value: | 1.63 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.21 |
Historic volatility: | 0.24 |
Parity: | -10.55 |
Time value: | 1.27 |
Break-even: | 302.70 |
Moneyness: | 0.64 |
Premium: | 0.64 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.05 |
Spread %: | 4.10% |
Delta: | 0.31 |
Theta: | -0.01 |
Omega: | 4.44 |
Rho: | 1.83 |
Quote data
Open: | 1.2000 |
---|---|
High: | 1.2000 |
Low: | 1.2000 |
Previous Close: | 1.2200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +10.09% | ||
---|---|---|---|
1 Month | +44.58% | ||
3 Months | 0.00% | ||
YTD | +16.50% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.2200 | 1.0900 |
---|---|---|
1M High / 1M Low: | 1.2200 | 0.8300 |
6M High / 6M Low: | 1.5900 | 0.7400 |
High (YTD): | 15/03/2024 | 1.6400 |
Low (YTD): | 07/08/2024 | 0.7400 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.1540 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.0132 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.0860 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 94.60% | |
Volatility 6M: | 82.66% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |