HSBC Call 170 SIE 13.12.2028
/ DE000HS3S5H2
HSBC Call 170 SIE 13.12.2028/ DE000HS3S5H2 /
2024-06-10 11:00:34 AM |
Chg.-0.110 |
Bid11:18:04 AM |
Ask11:18:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.990EUR |
-2.68% |
3.970 Bid Size: 50,000 |
4.000 Ask Size: 50,000 |
SIEMENS AG NA O.N. |
170.00 EUR |
2028-12-13 |
Call |
Master data
WKN: |
HS3S5H |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 EUR |
Maturity: |
2028-12-13 |
Issue date: |
2023-12-18 |
Last trading day: |
2028-12-12 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.82 |
Intrinsic value: |
0.44 |
Implied volatility: |
0.17 |
Historic volatility: |
0.23 |
Parity: |
0.44 |
Time value: |
3.70 |
Break-even: |
211.40 |
Moneyness: |
1.03 |
Premium: |
0.21 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.05 |
Spread %: |
1.22% |
Delta: |
0.76 |
Theta: |
-0.02 |
Omega: |
3.21 |
Rho: |
4.12 |
Quote data
Open: |
4.050 |
High: |
4.090 |
Low: |
3.990 |
Previous Close: |
4.100 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.06% |
1 Month |
|
|
-22.52% |
3 Months |
|
|
-15.29% |
YTD |
|
|
+11.45% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.390 |
4.100 |
1M High / 1M Low: |
5.150 |
3.990 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-10 |
5.150 |
Low (YTD): |
2024-01-17 |
2.940 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.240 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.372 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
76.27% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |