HSBC WAR. CALL 12/28 SAP/ DE000HS3S4Q6 /
| 2024-05-31 9:35:37 AM | Chg.-0.0700 | Bid9:50:09 AM | Ask9:50:09 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.8300EUR | -1.79% | 3.8300 Bid Size: 80,000 |
3.8600 Ask Size: 80,000 |
SAP SE O.N. | 170.00 EUR | 2028-12-13 | Call |
Master data
| WKN: | HS3S4Q |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SAP SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 170.00 EUR |
| Maturity: | 2028-12-13 |
| Issue date: | 2023-12-18 |
| Last trading day: | 2028-12-12 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.20 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.21 |
| Parity: | -0.14 |
| Time value: | 3.90 |
| Break-even: | 209.00 |
| Moneyness: | 0.99 |
| Premium: | 0.24 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.04 |
| Spread %: | 1.04% |
| Delta: | 0.73 |
| Theta: | -0.02 |
| Omega: | 3.15 |
| Rho: | 3.81 |
Quote data
| Open: | 3.9000 |
|---|---|
| High: | 3.9000 |
| Low: | 3.8300 |
| Previous Close: | 3.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.37% | ||
|---|---|---|---|
| 1 Month | -2.05% | ||
| 3 Months | -7.49% | ||
| YTD | +93.43% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.7800 | 3.9000 |
|---|---|---|
| 1M High / 1M Low: | 4.8300 | 3.8400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-23 | 4.8300 |
| Low (YTD): | 2024-01-04 | 1.8500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.5020 | |
| Avg. volume 1W: | 1 | |
| Avg. price 1M: | 4.3745 | |
| Avg. volume 1M: | 45.6818 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 60.61% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
