HSBC WAR. CALL 12/28 SIE/ DE000HS3S5P5 /
6/24/2024 9:35:18 PM | Chg.+0.1000 | Bid9:59:32 PM | Ask9:59:32 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.6600EUR | +3.91% | 2.6400 Bid Size: 20,000 |
2.6900 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 200.00 EUR | 12/13/2028 | Call |
Master data
WKN: | HS3S5P |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 200.00 EUR |
Maturity: | 12/13/2028 |
Issue date: | 12/18/2023 |
Last trading day: | 12/12/2028 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.49 |
Leverage: | Yes |
Calculated values
Fair value: | 3.22 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.19 |
Historic volatility: | 0.23 |
Parity: | -3.18 |
Time value: | 2.59 |
Break-even: | 225.90 |
Moneyness: | 0.84 |
Premium: | 0.34 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.05 |
Spread %: | 1.97% |
Delta: | 0.57 |
Theta: | -0.01 |
Omega: | 3.69 |
Rho: | 3.11 |
Quote data
Open: | 2.5600 |
---|---|
High: | 2.6600 |
Low: | 2.5600 |
Previous Close: | 2.5600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +2.70% | ||
---|---|---|---|
1 Month | -13.92% | ||
3 Months | -15.56% | ||
YTD | +3.50% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.6800 | 2.5600 |
---|---|---|
1M High / 1M Low: | 3.2000 | 2.5000 |
6M High / 6M Low: | 3.8000 | 2.0800 |
High (YTD): | 5/10/2024 | 3.8000 |
Low (YTD): | 1/17/2024 | 2.0800 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.6080 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.9071 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.9208 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 72.99% | |
Volatility 6M: | 67.05% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |