HSBC WAR. CALL 12/28 SIE/ DE000HS3S5E9 /
| 6/7/2024 9:35:07 PM | Chg.-0.1400 | Bid9:59:57 PM | Ask9:59:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.8800EUR | -2.79% | 4.8500 Bid Size: 20,000 |
4.9000 Ask Size: 20,000 |
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: | 3.56 |
| 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: | 4.43 |
Quote data
| Open: | 5.0200 |
|---|---|
| High: | 5.0200 |
| Low: | 4.8000 |
| Previous Close: | 5.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.43% | ||
|---|---|---|---|
| 1 Month | -18.94% | ||
| 3 Months | -11.91% | ||
| YTD | +14.55% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.1700 | 4.8800 |
|---|---|---|
| 1M High / 1M Low: | 6.0200 | 4.8000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 5/10/2024 | 6.0200 |
| Low (YTD): | 1/17/2024 | 3.5400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.0340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 5.1848 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 68.23% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
