HSBC WAR. CALL 12/28 SIE/ DE000HS3S5E9 /
02/08/2024 21:36:37 | Chg.-0.4300 | Bid21:59:32 | Ask21:59:32 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.3800EUR | -11.29% | 3.3500 Bid Size: 20,000 |
3.4000 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 155.00 EUR | 13/12/2028 | Call |
Master data
WKN: | HS3S5E |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 155.00 EUR |
Maturity: | 13/12/2028 |
Issue date: | 18/12/2023 |
Last trading day: | 12/12/2028 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.64 |
Leverage: | Yes |
Calculated values
Fair value: | 4.31 |
---|---|
Intrinsic value: | 0.28 |
Implied volatility: | 0.16 |
Historic volatility: | 0.24 |
Parity: | 0.28 |
Time value: | 3.12 |
Break-even: | 189.00 |
Moneyness: | 1.02 |
Premium: | 0.20 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.05 |
Spread %: | 1.49% |
Delta: | 0.76 |
Theta: | -0.01 |
Omega: | 3.52 |
Rho: | 3.74 |
Quote data
Open: | 3.7300 |
---|---|
High: | 3.7300 |
Low: | 3.3800 |
Previous Close: | 3.8100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -20.66% | ||
---|---|---|---|
1 Month | -33.33% | ||
3 Months | -35.00% | ||
YTD | -20.66% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.1900 | 3.3800 |
---|---|---|
1M High / 1M Low: | 5.4100 | 3.3800 |
6M High / 6M Low: | 6.0200 | 3.3800 |
High (YTD): | 10/05/2024 | 6.0200 |
Low (YTD): | 02/08/2024 | 3.3800 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.9480 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.6322 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 4.9388 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 77.15% | |
Volatility 6M: | 62.93% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |