HSBC WAR. CALL 12/28 SIE/ DE000HS3S5P5 /
| 7/31/2024 3:35:10 PM | Chg.+0.0300 | Bid4:11:31 PM | Ask4:11:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.3600EUR | +1.29% | 2.3400 Bid Size: 50,000 |
2.3700 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 200.00 EUR | 12/13/2028 | 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: | 12/13/2028 |
| Issue date: | 12/18/2023 |
| Last trading day: | 12/12/2028 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.20 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.24 |
| Parity: | -3.15 |
| Time value: | 2.35 |
| Break-even: | 223.50 |
| Moneyness: | 0.84 |
| Premium: | 0.33 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.05 |
| Spread %: | 2.17% |
| Delta: | 0.56 |
| Theta: | -0.01 |
| Omega: | 4.00 |
| Rho: | 3.08 |
Quote data
| Open: | 2.3300 |
|---|---|
| High: | 2.3800 |
| Low: | 2.3300 |
| Previous Close: | 2.3300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.35% | ||
|---|---|---|---|
| 1 Month | -18.34% | ||
| 3 Months | -25.79% | ||
| YTD | -8.17% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5200 | 2.3300 |
|---|---|---|
| 1M High / 1M Low: | 3.2100 | 2.3300 |
| 6M High / 6M Low: | 3.8000 | 2.3300 |
| High (YTD): | 5/10/2024 | 3.8000 |
| Low (YTD): | 1/17/2024 | 2.0800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.7882 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.0052 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 80.89% | |
| Volatility 6M: | 71.38% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
