HSBC WAR. CALL 12/28 SIE/ DE000HS3S5P5 /
| 06/09/2024 21:35:52 | Chg.-0.1200 | Bid21:59:12 | Ask21:59:12 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9900EUR | -5.69% | 1.9200 Bid Size: 20,000 |
1.9700 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 200.00 EUR | 13/12/2028 | Call |
Master data
| WKN: | HS3S5P |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 EUR |
| Maturity: | 13/12/2028 |
| Issue date: | 18/12/2023 |
| Last trading day: | 12/12/2028 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.91 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.23 |
| Parity: | -3.48 |
| Time value: | 2.15 |
| Break-even: | 221.50 |
| Moneyness: | 0.83 |
| Premium: | 0.34 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.05 |
| Spread %: | 2.38% |
| Delta: | 0.53 |
| Theta: | -0.01 |
| Omega: | 4.08 |
| Rho: | 2.83 |
Quote data
| Open: | 2.0900 |
|---|---|
| High: | 2.1900 |
| Low: | 1.9900 |
| Previous Close: | 2.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.39% | ||
|---|---|---|---|
| 1 Month | +12.43% | ||
| 3 Months | -34.32% | ||
| YTD | -22.57% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.3800 | 2.1100 |
|---|---|---|
| 1M High / 1M Low: | 2.3800 | 1.7400 |
| 6M High / 6M Low: | 3.8000 | 1.7400 |
| High (YTD): | 10/05/2024 | 3.8000 |
| Low (YTD): | 07/08/2024 | 1.7400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.2680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0865 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.8385 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 60.80% | |
| Volatility 6M: | 75.41% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
