HSBC WAR. CALL 12/28 SAP/ DE000HS3S4J1 /
| 2024-05-31 9:36:31 AM | Chg.-0.090 | Bid10:21:44 AM | Ask10:21:44 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.410EUR | -1.64% | 5.510 Bid Size: 80,000 |
5.540 Ask Size: 80,000 |
SAP SE O.N. | 140.00 EUR | 2028-12-13 | Call |
Master data
| WKN: | HS3S4J |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SAP SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 EUR |
| Maturity: | 2028-12-13 |
| Issue date: | 2023-12-18 |
| Last trading day: | 2028-12-12 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.81 |
|---|---|
| Intrinsic value: | 2.86 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.21 |
| Parity: | 2.86 |
| Time value: | 2.63 |
| Break-even: | 194.90 |
| Moneyness: | 1.20 |
| Premium: | 0.16 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.04 |
| Spread %: | 0.73% |
| Delta: | 0.88 |
| Theta: | -0.01 |
| Omega: | 2.70 |
| Rho: | 4.23 |
Quote data
| Open: | 5.500 |
|---|---|
| High: | 5.500 |
| Low: | 5.410 |
| Previous Close: | 5.500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.77% | ||
|---|---|---|---|
| 1 Month | -2.17% | ||
| 3 Months | -6.72% | ||
| YTD | +75.08% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.530 | 5.500 |
|---|---|---|
| 1M High / 1M Low: | 6.580 | 5.440 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-23 | 6.580 |
| Low (YTD): | 2024-01-04 | 2.890 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 6.204 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.067 | |
| Avg. volume 1M: | 45.455 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 50.97% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
