HSBC Call 165 SIE 13.12.2028
/ DE000HS3S5G4
HSBC Call 165 SIE 13.12.2028/ DE000HS3S5G4 /
2024-05-24 9:35:38 PM |
Chg.+0.090 |
Bid9:52:24 PM |
Ask9:52:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.560EUR |
+2.01% |
4.570 Bid Size: 20,000 |
4.650 Ask Size: 20,000 |
SIEMENS AG NA O.N. |
165.00 EUR |
2028-12-13 |
Call |
Master data
WKN: |
HS3S5G |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
165.00 EUR |
Maturity: |
2028-12-13 |
Issue date: |
2023-12-18 |
Last trading day: |
2028-12-12 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.34 |
Intrinsic value: |
1.23 |
Implied volatility: |
0.17 |
Historic volatility: |
0.23 |
Parity: |
1.23 |
Time value: |
3.42 |
Break-even: |
211.50 |
Moneyness: |
1.07 |
Premium: |
0.19 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.08 |
Spread %: |
1.75% |
Delta: |
0.81 |
Theta: |
-0.02 |
Omega: |
3.08 |
Rho: |
4.41 |
Quote data
Open: |
4.460 |
High: |
4.600 |
Low: |
4.440 |
Previous Close: |
4.470 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.29% |
1 Month |
|
|
-2.56% |
3 Months |
|
|
+0.66% |
YTD |
|
|
+20.32% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.560 |
4.220 |
1M High / 1M Low: |
5.420 |
4.220 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-10 |
5.420 |
Low (YTD): |
2024-01-17 |
3.130 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.358 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.737 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
75.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |