HSBC WAR. CALL 12/27 SIE/ DE000HS5J457 /
| 2024-09-25 7:37:40 PM | Chg.+0.0200 | Bid8:56:17 PM | Ask8:56:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4900EUR | +4.26% | 0.4700 Bid Size: 20,000 |
0.5200 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 310.00 EUR | 2027-12-15 | Call |
Master data
| WKN: | HS5J45 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 310.00 EUR |
| Maturity: | 2027-12-15 |
| Issue date: | 2024-03-19 |
| Last trading day: | 2027-12-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 34.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.56 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.24 |
| Parity: | -13.97 |
| Time value: | 0.50 |
| Break-even: | 315.00 |
| Moneyness: | 0.55 |
| Premium: | 0.85 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.05 |
| Spread %: | 11.11% |
| Delta: | 0.16 |
| Theta: | -0.01 |
| Omega: | 5.49 |
| Rho: | 0.72 |
Quote data
| Open: | 0.4400 |
|---|---|
| High: | 0.4900 |
| Low: | 0.4400 |
| Previous Close: | 0.4700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.95% | ||
|---|---|---|---|
| 1 Month | +11.36% | ||
| 3 Months | -7.55% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4700 | 0.4300 |
|---|---|---|
| 1M High / 1M Low: | 0.4900 | 0.4300 |
| 6M High / 6M Low: | 0.9500 | 0.3800 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4536 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5933 | |
| Avg. volume 6M: | 46.6667 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 62.50% | |
| Volatility 6M: | 87.24% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
