HSBC Call 165 SIE 13.12.2028
/ DE000HS3S5G4
HSBC Call 165 SIE 13.12.2028/ DE000HS3S5G4 /
| 24/06/2024 10:00:38 |
Chg.+0.140 |
Bid10:14:18 |
Ask10:14:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.990EUR |
+3.64% |
4.010
Bid Size: 50,000 |
4.040
Ask Size: 50,000 |
SIEMENS AG NA O.N. |
165.00 EUR |
13/12/2028 |
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: |
13/12/2028 |
| Issue date: |
18/12/2023 |
| Last trading day: |
12/12/2028 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.61 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.23 |
| Parity: |
0.32 |
| Time value: |
3.57 |
| Break-even: |
203.90 |
| Moneyness: |
1.02 |
| Premium: |
0.21 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
1.30% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
3.24 |
| Rho: |
3.91 |
Quote data
| Open: |
3.850 |
| High: |
3.990 |
| Low: |
3.850 |
| Previous Close: |
3.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.57% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
-13.64% |
| YTD |
|
|
+5.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.020 |
3.850 |
| 1M High / 1M Low: |
4.670 |
3.710 |
| 6M High / 6M Low: |
5.420 |
3.130 |
| High (YTD): |
10/05/2024 |
5.420 |
| Low (YTD): |
17/01/2024 |
3.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.910 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.296 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.263 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.93% |
| Volatility 6M: |
|
60.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
