HSBC WAR. CALL 12/28 SIE/ DE000HS3S5E9 /
| 9/26/2024 3:35:04 PM | Chg.+0.5000 | Bid5:42:21 PM | Ask5:42:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.8400EUR | +11.52% | 4.9600 Bid Size: 20,000 |
5.0100 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 155.00 EUR | 12/13/2028 | 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: | 12/13/2028 |
| Issue date: | 12/18/2023 |
| Last trading day: | 12/12/2028 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.21 |
|---|---|
| Intrinsic value: | 1.75 |
| Implied volatility: | 0.15 |
| Historic volatility: | 0.24 |
| Parity: | 1.75 |
| Time value: | 2.59 |
| Break-even: | 198.40 |
| Moneyness: | 1.11 |
| Premium: | 0.15 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.05 |
| Spread %: | 1.17% |
| Delta: | 0.83 |
| Theta: | -0.01 |
| Omega: | 3.31 |
| Rho: | 4.23 |
Quote data
| Open: | 4.3500 |
|---|---|
| High: | 4.8400 |
| Low: | 4.3500 |
| Previous Close: | 4.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.63% | ||
|---|---|---|---|
| 1 Month | +21.30% | ||
| 3 Months | +9.75% | ||
| YTD | +13.62% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.3400 | 3.9100 |
|---|---|---|
| 1M High / 1M Low: | 4.3400 | 3.5800 |
| 6M High / 6M Low: | 6.0200 | 3.1700 |
| High (YTD): | 5/10/2024 | 6.0200 |
| Low (YTD): | 8/7/2024 | 3.1700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.0840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.9317 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.5736 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 56.44% | |
| Volatility 6M: | 62.68% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
