HSBC WAR. CALL 12/27 SIE/ DE000HS5J457 /
| 2024-05-24 9:36:54 PM | Chg.0.0000 | Bid9:59:27 PM | Ask9:59:27 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6700EUR | 0.00% | 0.6600 Bid Size: 20,000 |
0.7400 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: | 23.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.80 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.23 |
| Parity: | -13.27 |
| Time value: | 0.74 |
| Break-even: | 317.40 |
| Moneyness: | 0.57 |
| Premium: | 0.79 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.08 |
| Spread %: | 12.12% |
| Delta: | 0.21 |
| Theta: | -0.01 |
| Omega: | 5.07 |
| Rho: | 1.07 |
Quote data
| Open: | 0.6700 |
|---|---|
| High: | 0.6700 |
| Low: | 0.6700 |
| Previous Close: | 0.6700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.35% | ||
|---|---|---|---|
| 1 Month | -10.67% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6700 | 0.6300 |
|---|---|---|
| 1M High / 1M Low: | 0.9500 | 0.6300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7590 | |
| Avg. volume 1M: | 301 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 116.08% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
