HSBC Call 145 SAP 13.12.2028
/ DE000HS3S4K9
HSBC Call 145 SAP 13.12.2028/ DE000HS3S4K9 /
| 2024-05-31 10:35:32 AM |
Chg.+0.050 |
Bid10:46:11 AM |
Ask10:46:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.220EUR |
+0.97% |
5.230
Bid Size: 80,000 |
5.260
Ask Size: 80,000 |
SAP SE O.N. |
145.00 EUR |
2028-12-13 |
Call |
Master data
| WKN: |
HS3S4K |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 EUR |
| Maturity: |
2028-12-13 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2028-12-12 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.51 |
| Intrinsic value: |
2.36 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.21 |
| Parity: |
2.36 |
| Time value: |
2.84 |
| Break-even: |
197.00 |
| Moneyness: |
1.16 |
| Premium: |
0.17 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
0.78% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
2.77 |
| Rho: |
4.18 |
Quote data
| Open: |
5.180 |
| High: |
5.220 |
| Low: |
5.100 |
| Previous Close: |
5.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.53% |
| 1 Month |
|
|
-0.38% |
| 3 Months |
|
|
-4.92% |
| YTD |
|
|
+83.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.190 |
5.170 |
| 1M High / 1M Low: |
6.210 |
5.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-23 |
6.210 |
| Low (YTD): |
2024-01-04 |
2.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.878 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.740 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
