HSBC WAR. CALL 12/28 SIE/ DE000HS3S5J8 /
09/07/2024 08:00:41 | Chg.0.0000 | Bid09:18:10 | Ask09:18:10 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.0400EUR | 0.00% | 3.8800 Bid Size: 50,000 |
3.9100 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 175.00 EUR | 13/12/2028 | Call |
Master data
WKN: | HS3S5J |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 175.00 EUR |
Maturity: | 13/12/2028 |
Issue date: | 18/12/2023 |
Last trading day: | 12/12/2028 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.34 |
Leverage: | Yes |
Calculated values
Fair value: | 4.74 |
---|---|
Intrinsic value: | 0.21 |
Implied volatility: | 0.18 |
Historic volatility: | 0.23 |
Parity: | 0.21 |
Time value: | 3.87 |
Break-even: | 215.80 |
Moneyness: | 1.01 |
Premium: | 0.22 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.05 |
Spread %: | 1.24% |
Delta: | 0.74 |
Theta: | -0.02 |
Omega: | 3.22 |
Rho: | 4.02 |
Quote data
Open: | 4.0400 |
---|---|
High: | 4.0400 |
Low: | 4.0400 |
Previous Close: | 4.0400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +2.80% | ||
---|---|---|---|
1 Month | +3.86% | ||
3 Months | +2.80% | ||
YTD | +19.17% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.0600 | 3.9300 |
---|---|---|
1M High / 1M Low: | 4.1100 | 3.3400 |
6M High / 6M Low: | 4.9200 | 2.7700 |
High (YTD): | 10/05/2024 | 4.9200 |
Low (YTD): | 17/01/2024 | 2.7700 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.0260 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.7452 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.8851 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 77.69% | |
Volatility 6M: | 62.04% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |