HSBC WAR. CALL 12/28 SIE/ DE000HS3S5U5 /
| 2024-09-23 8:00:27 AM | Chg.-0.0300 | Bid9:34:16 AM | Ask9:34:16 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2600EUR | -2.33% | 1.2300 Bid Size: 50,000 |
1.2600 Ask Size: 50,000 |
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: | 12.92 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.70 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.24 |
| Parity: | -8.33 |
| Time value: | 1.29 |
| Break-even: | 262.90 |
| Moneyness: | 0.67 |
| Premium: | 0.58 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.05 |
| Spread %: | 4.03% |
| Delta: | 0.34 |
| Theta: | -0.01 |
| Omega: | 4.40 |
| Rho: | 1.85 |
Quote data
| Open: | 1.2600 |
|---|---|
| High: | 1.2600 |
| Low: | 1.2600 |
| Previous Close: | 1.2900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.00% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | -16.56% | ||
| YTD | -19.23% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3500 | 1.2000 |
|---|---|---|
| 1M High / 1M Low: | 1.3800 | 1.1900 |
| 6M High / 6M Low: | 2.3100 | 1.0400 |
| High (YTD): | 2024-03-15 | 2.3300 |
| Low (YTD): | 2024-08-07 | 1.0400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2771 | |
| Avg. volume 1M: | 28.9524 | |
| Avg. price 6M: | 1.6133 | |
| Avg. volume 6M: | 4.7874 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 55.78% | |
| Volatility 6M: | 75.33% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
