HSBC WAR. CALL 12/28 SIE/ DE000HS3S5H2 /
| 28/06/2024 21:35:37 | Chg.+0.0300 | Bid21:59:58 | Ask21:59:58 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.0500EUR | +0.75% | 4.0200 Bid Size: 20,000 |
4.0700 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 170.00 EUR | 13/12/2028 | Call |
Master data
| WKN: | HS3S5H |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 170.00 EUR |
| Maturity: | 13/12/2028 |
| Issue date: | 18/12/2023 |
| Last trading day: | 12/12/2028 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.76 |
|---|---|
| Intrinsic value: | 0.35 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.23 |
| Parity: | 0.35 |
| Time value: | 3.67 |
| Break-even: | 210.20 |
| Moneyness: | 1.02 |
| Premium: | 0.21 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.05 |
| Spread %: | 1.26% |
| Delta: | 0.75 |
| Theta: | -0.02 |
| Omega: | 3.25 |
| Rho: | 4.05 |
Quote data
| Open: | 4.0200 |
|---|---|
| High: | 4.0800 |
| Low: | 4.0200 |
| Previous Close: | 4.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.88% | ||
|---|---|---|---|
| 1 Month | -5.37% | ||
| 3 Months | -7.74% | ||
| YTD | +12.81% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.0500 | 3.6900 |
|---|---|---|
| 1M High / 1M Low: | 4.3900 | 3.5500 |
| 6M High / 6M Low: | 5.1800 | 2.9500 |
| High (YTD): | 10/05/2024 | 5.1800 |
| Low (YTD): | 17/01/2024 | 2.9500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.8600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.9917 | |
| Avg. volume 1M: | 2.8261 | |
| Avg. price 6M: | 4.0565 | |
| Avg. volume 6M: | 4.0551 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 72.82% | |
| Volatility 6M: | 61.81% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
