HSBC WAR. CALL 12/27 SIE/ DE000HS5J457 /
| 21/06/2024 21:37:26 | Chg.-0.0200 | Bid21:59:04 | Ask21:59:04 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5100EUR | -3.77% | 0.4800 Bid Size: 20,000 |
0.5300 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 310.00 EUR | 15/12/2027 | 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: | 15/12/2027 |
| Issue date: | 19/03/2024 |
| Last trading day: | 14/12/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 31.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.63 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.24 |
| Parity: | -14.18 |
| Time value: | 0.53 |
| Break-even: | 315.30 |
| Moneyness: | 0.54 |
| Premium: | 0.87 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.05 |
| Spread %: | 10.42% |
| Delta: | 0.17 |
| Theta: | -0.01 |
| Omega: | 5.37 |
| Rho: | 0.81 |
Quote data
| Open: | 0.5300 |
|---|---|
| High: | 0.5300 |
| Low: | 0.5100 |
| Previous Close: | 0.5300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.56% | ||
|---|---|---|---|
| 1 Month | -23.88% | ||
| 3 Months | -25.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5500 | 0.5100 |
|---|---|---|
| 1M High / 1M Low: | 0.7400 | 0.5100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6332 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 82.63% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
