HSBC WAR. CALL 12/27 SIE/ DE000HS5J457 /
6/24/2024 8:00:30 AM | Chg.0.0000 | Bid9:25:58 AM | Ask9:25:58 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5100EUR | 0.00% | 0.5000 Bid Size: 50,000 |
0.5300 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 310.00 EUR | 12/15/2027 | 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: | 12/15/2027 |
Issue date: | 3/19/2024 |
Last trading day: | 12/14/2027 |
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: | 0.5100 |
---|---|
High: | 0.5100 |
Low: | 0.5100 |
Previous Close: | 0.5100 |
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: | 0.6314 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 84.67% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |