HSBC Call 160 SAP 13.12.2028
/ DE000HS3S4N3
HSBC Call 160 SAP 13.12.2028/ DE000HS3S4N3 /
2024-05-28 9:35:17 PM |
Chg.-0.210 |
Bid9:47:35 PM |
Ask9:47:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.090EUR |
-3.96% |
5.090 Bid Size: 20,000 |
5.150 Ask Size: 20,000 |
SAP SE O.N. |
160.00 EUR |
2028-12-13 |
Call |
Master data
WKN: |
HS3S4N |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
SAP SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 EUR |
Maturity: |
2028-12-13 |
Issue date: |
2023-12-18 |
Last trading day: |
2028-12-12 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.58 |
Intrinsic value: |
2.04 |
Implied volatility: |
0.18 |
Historic volatility: |
0.20 |
Parity: |
2.04 |
Time value: |
3.32 |
Break-even: |
213.60 |
Moneyness: |
1.13 |
Premium: |
0.18 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.06 |
Spread %: |
1.13% |
Delta: |
0.83 |
Theta: |
-0.02 |
Omega: |
2.79 |
Rho: |
4.36 |
Quote data
Open: |
5.300 |
High: |
5.410 |
Low: |
5.060 |
Previous Close: |
5.300 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.05% |
1 Month |
|
|
+8.30% |
3 Months |
|
|
+11.38% |
YTD |
|
|
+123.25% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.320 |
5.240 |
1M High / 1M Low: |
5.320 |
4.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-23 |
5.320 |
Low (YTD): |
2024-01-04 |
2.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.282 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.867 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
33.56% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |