HSBC WAR. CALL 12/28 SIE/ DE000HS3S5U5 /
| 2024-05-27 9:36:56 PM | Chg.+0.0700 | Bid9:59:07 PM | Ask9:59:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9100EUR | +3.80% | 1.8800 Bid Size: 20,000 |
1.9600 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 250.00 EUR | 2028-12-13 | Call |
Master data
| WKN: | HS3S5U |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 EUR |
| Maturity: | 2028-12-13 |
| Issue date: | 2023-12-18 |
| Last trading day: | 2028-12-12 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.30 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.23 |
| Parity: | -7.27 |
| Time value: | 1.91 |
| Break-even: | 269.10 |
| Moneyness: | 0.71 |
| Premium: | 0.52 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.08 |
| Spread %: | 4.37% |
| Delta: | 0.43 |
| Theta: | -0.01 |
| Omega: | 3.98 |
| Rho: | 2.59 |
Quote data
| Open: | 1.8400 |
|---|---|
| High: | 1.9100 |
| Low: | 1.8400 |
| Previous Close: | 1.8400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.35% | ||
|---|---|---|---|
| 1 Month | -3.54% | ||
| 3 Months | -9.91% | ||
| YTD | +22.44% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9100 | 1.7000 |
|---|---|---|
| 1M High / 1M Low: | 2.3100 | 1.6900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-03-15 | 2.3300 |
| Low (YTD): | 2024-01-17 | 1.2400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9660 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 90.02% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
