HSBC WAR. CALL 12/28 SIE/ DE000HS3S5P5 /
| 2024-06-07 9:36:01 PM | Chg.-0.1000 | Bid9:59:41 PM | Ask9:59:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.9300EUR | -3.30% | 2.9000 Bid Size: 20,000 |
2.9500 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 200.00 EUR | 2028-12-13 | Call |
Master data
| WKN: | HS3S5P |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 EUR |
| Maturity: | 2028-12-13 |
| Issue date: | 2023-12-18 |
| Last trading day: | 2028-12-12 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.57 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.23 |
| Parity: | -2.56 |
| Time value: | 2.95 |
| Break-even: | 229.50 |
| Moneyness: | 0.87 |
| Premium: | 0.32 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.05 |
| Spread %: | 1.72% |
| Delta: | 0.61 |
| Theta: | -0.02 |
| Omega: | 3.59 |
| Rho: | 3.46 |
Quote data
| Open: | 3.0300 |
|---|---|
| High: | 3.0300 |
| Low: | 2.8800 |
| Previous Close: | 3.0300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.98% | ||
|---|---|---|---|
| 1 Month | -22.89% | ||
| 3 Months | -15.80% | ||
| YTD | +14.01% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.1500 | 2.9300 |
|---|---|---|
| 1M High / 1M Low: | 3.8000 | 2.8700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-10 | 3.8000 |
| Low (YTD): | 2024-01-17 | 2.0800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.0460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.1652 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 81.56% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
