HSBC Call 155 SIE 13.12.2028
/ DE000HS3S5E9
HSBC Call 155 SIE 13.12.2028/ DE000HS3S5E9 /
| 5/28/2024 9:35:18 PM |
Chg.-0.090 |
Bid9:59:21 PM |
Ask9:59:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.110EUR |
-1.73% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
155.00 EUR |
12/13/2028 |
Call |
Master data
| WKN: |
HS3S5E |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 EUR |
| Maturity: |
12/13/2028 |
| Issue date: |
12/18/2023 |
| Last trading day: |
12/12/2028 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.98 |
| Intrinsic value: |
2.39 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.23 |
| Parity: |
2.39 |
| Time value: |
2.89 |
| Break-even: |
207.80 |
| Moneyness: |
1.15 |
| Premium: |
0.16 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.08 |
| Spread %: |
1.54% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
2.95 |
| Rho: |
4.69 |
Quote data
| Open: |
5.220 |
| High: |
5.400 |
| Low: |
5.090 |
| Previous Close: |
5.200 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.13% |
| 1 Month |
|
|
-1.54% |
| 3 Months |
|
|
-10.35% |
| YTD |
|
|
+19.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.200 |
4.770 |
| 1M High / 1M Low: |
5.990 |
4.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
5/10/2024 |
5.990 |
| Low (YTD): |
1/17/2024 |
3.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.261 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
