HSBC WAR. CALL 12/28 SIE/ DE000HS51F04 /
| 06/09/2024 21:36:59 | Chg.0.0000 | Bid21:59:12 | Ask21:59:12 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7800EUR | 0.00% | 0.7200 Bid Size: 20,000 |
0.7700 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 300.00 EUR | 13/12/2028 | Call |
Master data
| WKN: | HS51F0 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 EUR |
| Maturity: | 13/12/2028 |
| Issue date: | 26/02/2024 |
| Last trading day: | 12/12/2028 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 20.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.87 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.24 |
| Parity: | -13.89 |
| Time value: | 0.77 |
| Break-even: | 307.70 |
| Moneyness: | 0.54 |
| Premium: | 0.91 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.05 |
| Spread %: | 6.94% |
| Delta: | 0.22 |
| Theta: | -0.01 |
| Omega: | 4.60 |
| Rho: | 1.18 |
Quote data
| Open: | 0.7600 |
|---|---|
| High: | 0.8400 |
| Low: | 0.7600 |
| Previous Close: | 0.7800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.36% | ||
|---|---|---|---|
| 1 Month | +6.85% | ||
| 3 Months | -22.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8800 | 0.7800 |
|---|---|---|
| 1M High / 1M Low: | 0.8800 | 0.7100 |
| 6M High / 6M Low: | 1.4700 | 0.6800 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7933 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0269 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 44.68% | |
| Volatility 6M: | 82.47% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
