HSBC WAR. CALL 12/28 SIE/ DE000HS3S5H2 /
| 2024-05-24 9:36:58 PM | Chg.+0.0100 | Bid9:59:34 PM | Ask9:59:34 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.3200EUR | +0.23% | 4.3200 Bid Size: 20,000 |
4.4000 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 170.00 EUR | 2028-12-13 | Call |
Master data
| WKN: | HS3S5H |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA 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: | 4.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.09 |
|---|---|
| Intrinsic value: | 0.73 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.23 |
| Parity: | 0.73 |
| Time value: | 3.67 |
| Break-even: | 214.00 |
| Moneyness: | 1.04 |
| Premium: | 0.21 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.08 |
| Spread %: | 1.85% |
| Delta: | 0.78 |
| Theta: | -0.02 |
| Omega: | 3.15 |
| Rho: | 4.31 |
Quote data
| Open: | 4.3100 |
|---|---|
| High: | 4.3200 |
| Low: | 4.3000 |
| Previous Close: | 4.3100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.93% | ||
|---|---|---|---|
| 1 Month | -2.92% | ||
| 3 Months | -2.70% | ||
| YTD | +20.33% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.3200 | 4.0400 |
|---|---|---|
| 1M High / 1M Low: | 5.1800 | 4.0400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-10 | 5.1800 |
| Low (YTD): | 2024-01-17 | 2.9500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.1540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.5205 | |
| Avg. volume 1M: | 3.1053 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 76.95% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
