HSBC WAR. CALL 12/28 SIE/ DE000HS3S5F6 /
2024-06-10 5:37:26 PM | Chg.-0.0100 | Bid6:20:33 PM | Ask6:20:33 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.6000EUR | -0.22% | 4.6000 Bid Size: 20,000 |
4.6500 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 160.00 EUR | 2028-12-13 | Call |
Master data
WKN: | HS3S5F |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 160.00 EUR |
Maturity: | 2028-12-13 |
Issue date: | 2023-12-18 |
Last trading day: | 2028-12-12 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.77 |
Leverage: | Yes |
Calculated values
Fair value: | 5.31 |
---|---|
Intrinsic value: | 1.44 |
Implied volatility: | 0.16 |
Historic volatility: | 0.23 |
Parity: | 1.44 |
Time value: | 3.19 |
Break-even: | 206.30 |
Moneyness: | 1.09 |
Premium: | 0.18 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.05 |
Spread %: | 1.09% |
Delta: | 0.82 |
Theta: | -0.01 |
Omega: | 3.07 |
Rho: | 4.33 |
Quote data
Open: | 4.6100 |
---|---|
High: | 4.6100 |
Low: | 4.4700 |
Previous Close: | 4.6100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -5.93% | ||
---|---|---|---|
1 Month | -19.72% | ||
3 Months | -12.55% | ||
YTD | +14.43% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.9000 | 4.6100 |
---|---|---|
1M High / 1M Low: | 5.7300 | 4.5300 |
6M High / 6M Low: | - | - |
High (YTD): | 2024-05-10 | 5.7300 |
Low (YTD): | 2024-01-17 | 3.3100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.7660 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.9152 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 70.78% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |