HSBC WAR. CALL 12/28 SIE/ DE000HS3S5P5 /
02/08/2024 21:36:02 | Chg.-0.2800 | Bid21:59:32 | Ask21:59:32 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.8200EUR | -13.33% | 1.8100 Bid Size: 20,000 |
1.8600 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: | 8.48 |
Leverage: | Yes |
Calculated values
Fair value: | 2.64 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.18 |
Historic volatility: | 0.24 |
Parity: | -4.22 |
Time value: | 1.86 |
Break-even: | 218.60 |
Moneyness: | 0.79 |
Premium: | 0.39 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.05 |
Spread %: | 2.76% |
Delta: | 0.49 |
Theta: | -0.01 |
Omega: | 4.17 |
Rho: | 2.57 |
Quote data
Open: | 2.0200 |
---|---|
High: | 2.0200 |
Low: | 1.8200 |
Previous Close: | 2.1000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -24.17% | ||
---|---|---|---|
1 Month | -39.74% | ||
3 Months | -43.48% | ||
YTD | -29.18% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.3600 | 1.8200 |
---|---|---|
1M High / 1M Low: | 3.2100 | 1.8200 |
6M High / 6M Low: | 3.8000 | 1.8200 |
High (YTD): | 10/05/2024 | 3.8000 |
Low (YTD): | 02/08/2024 | 1.8200 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.1900 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.6774 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.9972 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 91.72% | |
Volatility 6M: | 75.36% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |