HSBC Call 200 SIE 13.12.2028
/ DE000HS3S5P5
HSBC Call 200 SIE 13.12.2028/ DE000HS3S5P5 /
| 24/06/2024 08:38:33 |
Chg.-0.14 |
Bid20:56:18 |
Ask20:56:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.55EUR |
-5.20% |
2.65
Bid Size: 20,000 |
2.70
Ask Size: 20,000 |
SIEMENS AG NA O.N. |
200.00 EUR |
13/12/2028 |
Call |
Master data
| WKN: |
HS3S5P |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 EUR |
| Maturity: |
13/12/2028 |
| Issue date: |
18/12/2023 |
| Last trading day: |
12/12/2028 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.23 |
| Parity: |
-3.18 |
| Time value: |
2.59 |
| Break-even: |
225.90 |
| Moneyness: |
0.84 |
| Premium: |
0.34 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
1.97% |
| Delta: |
0.57 |
| Theta: |
-0.01 |
| Omega: |
3.69 |
| Rho: |
3.11 |
Quote data
| Open: |
2.55 |
| High: |
2.55 |
| Low: |
2.55 |
| Previous Close: |
2.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.00% |
| 1 Month |
|
|
-14.72% |
| 3 Months |
|
|
-17.21% |
| YTD |
|
|
+2.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.69 |
2.50 |
| 1M High / 1M Low: |
3.20 |
2.50 |
| 6M High / 6M Low: |
3.78 |
2.07 |
| High (YTD): |
13/05/2024 |
3.78 |
| Low (YTD): |
17/01/2024 |
2.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.34% |
| Volatility 6M: |
|
64.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
