HSBC WAR. CALL 12/28 SIE/ DE000HS3S5E9 /
09/07/2024 21:36:51 | Chg.-0.290 | Bid21:59:39 | Ask21:59:39 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.770EUR | -5.73% | 4.720 Bid Size: 50,000 |
4.770 Ask Size: 50,000 |
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: | 3.50 |
Leverage: | Yes |
Calculated values
Fair value: | 5.75 |
---|---|
Intrinsic value: | 2.22 |
Implied volatility: | 0.16 |
Historic volatility: | 0.23 |
Parity: | 2.22 |
Time value: | 2.84 |
Break-even: | 205.60 |
Moneyness: | 1.14 |
Premium: | 0.16 |
Premium p.a.: | 0.03 |
Spread abs.: | 0.05 |
Spread %: | 1.00% |
Delta: | 0.85 |
Theta: | -0.01 |
Omega: | 2.98 |
Rho: | 4.44 |
Quote data
Open: | 5.060 |
---|---|
High: | 5.060 |
Low: | 4.770 |
Previous Close: | 5.060 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -3.44% | ||
---|---|---|---|
1 Month | -2.25% | ||
3 Months | -2.45% | ||
YTD | +11.97% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.090 | 4.940 |
---|---|---|
1M High / 1M Low: | 5.110 | 4.220 |
6M High / 6M Low: | 6.020 | 3.540 |
High (YTD): | 10/05/2024 | 6.020 |
Low (YTD): | 17/01/2024 | 3.540 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 5.048 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 4.710 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 4.841 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 71.07% | |
Volatility 6M: | 56.30% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |