HSBC Call 150 SAP 13.12.2028
/ DE000HS3S4L7
HSBC Call 150 SAP 13.12.2028/ DE000HS3S4L7 /
| 2024-05-31 8:40:09 AM |
Chg.-0.37 |
Bid8:06:40 PM |
Ask8:06:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.92EUR |
-6.99% |
4.85
Bid Size: 20,000 |
4.89
Ask Size: 20,000 |
SAP SE O.N. |
150.00 EUR |
2028-12-13 |
Call |
Master data
| WKN: |
HS3S4L |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 EUR |
| Maturity: |
2028-12-13 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2028-12-12 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.23 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.21 |
| Parity: |
1.86 |
| Time value: |
3.06 |
| Break-even: |
199.20 |
| Moneyness: |
1.12 |
| Premium: |
0.18 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
0.82% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
2.84 |
| Rho: |
4.11 |
Quote data
| Open: |
4.92 |
| High: |
4.92 |
| Low: |
4.92 |
| Previous Close: |
5.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.32% |
| 1 Month |
|
|
-2.57% |
| 3 Months |
|
|
-1.40% |
| YTD |
|
|
+87.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.88 |
5.29 |
| 1M High / 1M Low: |
5.90 |
4.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-23 |
5.90 |
| Low (YTD): |
2024-01-04 |
2.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
