HSBC Call 140 SAP 13.12.2028
/ DE000HS3S4J1
HSBC Call 140 SAP 13.12.2028/ DE000HS3S4J1 /
28/05/2024 21:35:21 |
Chg.-0.230 |
Bid21:59:25 |
Ask21:59:25 |
Underlying |
Strike price |
Expiration date |
Option type |
6.270EUR |
-3.54% |
6.280 Bid Size: 20,000 |
6.340 Ask Size: 20,000 |
SAP SE O.N. |
140.00 EUR |
13/12/2028 |
Call |
Master data
WKN: |
HS3S4J |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
SAP SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 EUR |
Maturity: |
13/12/2028 |
Issue date: |
18/12/2023 |
Last trading day: |
12/12/2028 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.81 |
Intrinsic value: |
4.04 |
Implied volatility: |
0.17 |
Historic volatility: |
0.20 |
Parity: |
4.04 |
Time value: |
2.52 |
Break-even: |
205.60 |
Moneyness: |
1.29 |
Premium: |
0.14 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.06 |
Spread %: |
0.92% |
Delta: |
0.91 |
Theta: |
-0.01 |
Omega: |
2.51 |
Rho: |
4.51 |
Quote data
Open: |
6.500 |
High: |
6.620 |
Low: |
6.240 |
Previous Close: |
6.500 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.49% |
1 Month |
|
|
+11.17% |
3 Months |
|
|
+8.10% |
YTD |
|
|
+104.23% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.520 |
6.270 |
1M High / 1M Low: |
6.520 |
5.410 |
6M High / 6M Low: |
- |
- |
High (YTD): |
23/05/2024 |
6.520 |
Low (YTD): |
04/01/2024 |
2.860 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.444 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.045 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
32.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |