HSBC WAR. CALL 12/28 SIE/ DE000HS3S5U5 /
| 14/05/2024 09:35:12 | Chg.-0.0400 | Bid10:11:54 | Ask10:11:54 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2700EUR | -1.73% | 2.2300 Bid Size: 50,000 |
2.2600 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 250.00 EUR | 13/12/2028 | 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: | 13/12/2028 |
| Issue date: | 18/12/2023 |
| Last trading day: | 12/12/2028 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.75 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.22 |
| Parity: | -6.20 |
| Time value: | 2.32 |
| Break-even: | 273.20 |
| Moneyness: | 0.75 |
| Premium: | 0.45 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.05 |
| Spread %: | 2.20% |
| Delta: | 0.48 |
| Theta: | -0.02 |
| Omega: | 3.89 |
| Rho: | 3.07 |
Quote data
| Open: | 2.3000 |
|---|---|
| High: | 2.3000 |
| Low: | 2.2700 |
| Previous Close: | 2.3100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.38% | ||
|---|---|---|---|
| 1 Month | +28.98% | ||
| 3 Months | +48.37% | ||
| YTD | +45.51% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.3100 | 2.0200 |
|---|---|---|
| 1M High / 1M Low: | 2.3100 | 1.7900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 15/03/2024 | 2.3300 |
| Low (YTD): | 17/01/2024 | 1.2400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.1820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9665 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 51.61% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
