HSBC WAR. CALL 12/28 SIE/ DE000HS3S5J8 /
| 5/24/2024 9:35:41 PM | Chg.+0.0100 | Bid9:59:34 PM | Ask9:59:34 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.0900EUR | +0.25% | 4.0800 Bid Size: 20,000 |
4.1600 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 175.00 EUR | 12/13/2028 | Call |
Master data
| WKN: | HS3S5J |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 175.00 EUR |
| Maturity: | 12/13/2028 |
| Issue date: | 12/18/2023 |
| Last trading day: | 12/12/2028 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.85 |
|---|---|
| Intrinsic value: | 0.23 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.23 |
| Parity: | 0.23 |
| Time value: | 3.93 |
| Break-even: | 216.60 |
| Moneyness: | 1.01 |
| Premium: | 0.22 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.08 |
| Spread %: | 1.96% |
| Delta: | 0.76 |
| Theta: | -0.02 |
| Omega: | 3.22 |
| Rho: | 4.21 |
Quote data
| Open: | 4.0800 |
|---|---|
| High: | 4.0900 |
| Low: | 4.0700 |
| Previous Close: | 4.0800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.51% | ||
|---|---|---|---|
| 1 Month | -3.31% | ||
| 3 Months | +0.25% | ||
| YTD | +20.65% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.0900 | 3.8200 |
|---|---|---|
| 1M High / 1M Low: | 4.9200 | 3.8200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 5/10/2024 | 4.9200 |
| Low (YTD): | 1/17/2024 | 2.7700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.9380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.2820 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 75.17% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
