HSBC WAR. CALL 12/28 SIE/ DE000HS3S5E9 /
2024-06-24 9:36:52 PM | Chg.+0.1600 | Bid9:59:32 PM | Ask9:59:32 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.5000EUR | +3.69% | 4.4600 Bid Size: 20,000 |
4.5100 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 155.00 EUR | 2028-12-13 | Call |
Master data
WKN: | HS3S5E |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 155.00 EUR |
Maturity: | 2028-12-13 |
Issue date: | 2023-12-18 |
Last trading day: | 2028-12-12 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.84 |
Leverage: | Yes |
Calculated values
Fair value: | 5.09 |
---|---|
Intrinsic value: | 1.32 |
Implied volatility: | 0.17 |
Historic volatility: | 0.23 |
Parity: | 1.32 |
Time value: | 3.06 |
Break-even: | 198.80 |
Moneyness: | 1.09 |
Premium: | 0.18 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.05 |
Spread %: | 1.15% |
Delta: | 0.81 |
Theta: | -0.01 |
Omega: | 3.10 |
Rho: | 4.11 |
Quote data
Open: | 4.3400 |
---|---|
High: | 4.5300 |
Low: | 4.3400 |
Previous Close: | 4.3400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +2.74% | ||
---|---|---|---|
1 Month | -11.76% | ||
3 Months | -12.45% | ||
YTD | +5.63% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.5200 | 4.3400 |
---|---|---|
1M High / 1M Low: | 5.2400 | 4.2200 |
6M High / 6M Low: | 6.0200 | 3.5400 |
High (YTD): | 2024-05-10 | 6.0200 |
Low (YTD): | 2024-01-17 | 3.5400 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.4080 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.8310 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 4.7829 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 64.36% | |
Volatility 6M: | 56.81% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |