HSBC Call 155 SIE 13.12.2028
/ DE000HS3S5E9
HSBC Call 155 SIE 13.12.2028/ DE000HS3S5E9 /
2024-06-10 8:40:21 AM |
Chg.-0.19 |
Bid1:07:23 PM |
Ask1:07:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.79EUR |
-3.82% |
4.80 Bid Size: 50,000 |
4.83 Ask Size: 50,000 |
SIEMENS AG NA O.N. |
155.00 EUR |
2028-12-13 |
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: |
2028-12-13 |
Issue date: |
2023-12-18 |
Last trading day: |
2028-12-12 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.57 |
Intrinsic value: |
1.94 |
Implied volatility: |
0.16 |
Historic volatility: |
0.23 |
Parity: |
1.94 |
Time value: |
2.96 |
Break-even: |
204.00 |
Moneyness: |
1.13 |
Premium: |
0.17 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.05 |
Spread %: |
1.03% |
Delta: |
0.84 |
Theta: |
-0.01 |
Omega: |
3.00 |
Rho: |
4.42 |
Quote data
Open: |
4.79 |
High: |
4.79 |
Low: |
4.79 |
Previous Close: |
4.98 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.99% |
1 Month |
|
|
-16.55% |
3 Months |
|
|
-13.38% |
YTD |
|
|
+14.87% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.18 |
4.98 |
1M High / 1M Low: |
5.99 |
4.74 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-13 |
5.99 |
Low (YTD): |
2024-01-17 |
3.53 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.08 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.18 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
55.86% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |