HSBC WAR. CALL 12/28 SIE/ DE000HS3S5J8 /
| 7/9/2024 9:35:03 AM | Chg.-0.1500 | Bid9:42:00 AM | Ask9:42:00 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.8900EUR | -3.71% | 3.8500 Bid Size: 50,000 |
3.8800 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 175.00 EUR | 12/13/2028 | 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: | 12/13/2028 |
| Issue date: | 12/18/2023 |
| 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: | 3.8900 |
| Previous Close: | 4.0400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.02% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | -1.02% | ||
| YTD | +14.75% | ||
| 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): | 5/10/2024 | 4.9200 |
| Low (YTD): | 1/17/2024 | 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: | - |
