HSBC WAR. CALL 12/28 SIE/ DE000HS57J38 /
2024-05-24 9:37:04 PM | Chg.0.0000 | Bid9:59:04 PM | Ask9:59:04 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8600EUR | 0.00% | 0.8500 Bid Size: 20,000 |
0.9300 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 320.00 EUR | 2028-12-13 | Call |
Master data
WKN: | HS57J3 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 320.00 EUR |
Maturity: | 2028-12-13 |
Issue date: | 2024-03-04 |
Last trading day: | 2028-12-12 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 19.06 |
Leverage: | Yes |
Calculated values
Fair value: | 1.14 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.21 |
Historic volatility: | 0.23 |
Parity: | -14.27 |
Time value: | 0.93 |
Break-even: | 329.30 |
Moneyness: | 0.55 |
Premium: | 0.86 |
Premium p.a.: | 0.15 |
Spread abs.: | 0.08 |
Spread %: | 9.41% |
Delta: | 0.24 |
Theta: | -0.01 |
Omega: | 4.62 |
Rho: | 1.53 |
Quote data
Open: | 0.8600 |
---|---|
High: | 0.8600 |
Low: | 0.8600 |
Previous Close: | 0.8600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +7.50% | ||
---|---|---|---|
1 Month | -11.34% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8600 | 0.8000 |
---|---|---|
1M High / 1M Low: | 1.1600 | 0.8000 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8260 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9665 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 100.43% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |