HSBC WAR. CALL 12/28 SIE/ DE000HS3S5N0 /
| 2024-11-15 9:37:26 PM | Chg.-0.0600 | Bid9:58:08 PM | Ask9:58:08 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.4000EUR | -1.73% | 3.3700 Bid Size: 20,000 |
3.4400 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 195.00 EUR | 2028-12-13 | Call |
Master data
| WKN: | HS3S5N |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 195.00 EUR |
| Maturity: | 2028-12-13 |
| Issue date: | 2023-12-18 |
| Last trading day: | 2028-12-12 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.18 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.23 |
| Parity: | -0.76 |
| Time value: | 3.44 |
| Break-even: | 229.40 |
| Moneyness: | 0.96 |
| Premium: | 0.22 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.07 |
| Spread %: | 2.08% |
| Delta: | 0.66 |
| Theta: | -0.02 |
| Omega: | 3.61 |
| Rho: | 3.66 |
Quote data
| Open: | 3.3900 |
|---|---|
| High: | 3.4300 |
| Low: | 3.3900 |
| Previous Close: | 3.4600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.92% | ||
|---|---|---|---|
| 1 Month | +10.75% | ||
| 3 Months | +55.25% | ||
| YTD | +25.46% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.4600 | 2.8900 |
|---|---|---|
| 1M High / 1M Low: | 3.4600 | 2.8900 |
| 6M High / 6M Low: | 3.4600 | 1.8500 |
| High (YTD): | 2024-05-10 | 4.0000 |
| Low (YTD): | 2024-08-07 | 1.8500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.1940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.1383 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.8094 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 93.81% | |
| Volatility 6M: | 81.26% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
