HSBC WAR. CALL 12/28 SIE/ DE000HS3S5N0 /
| 2024-06-04 9:35:58 AM | Chg.0.0000 | Bid10:46:52 AM | Ask10:46:52 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.3200EUR | 0.00% | 3.1800 Bid Size: 50,000 |
3.2100 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 195.00 EUR | 2028-12-13 | Call |
Master data
| WKN: | HS3S5N |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 195.00 EUR |
| Maturity: | 2028-12-13 |
| Issue date: | 2023-12-18 |
| Last trading day: | 2028-12-12 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.35 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.97 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.23 |
| Parity: | -1.68 |
| Time value: | 3.33 |
| Break-even: | 228.30 |
| Moneyness: | 0.91 |
| Premium: | 0.28 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.05 |
| Spread %: | 1.52% |
| Delta: | 0.65 |
| Theta: | -0.02 |
| Omega: | 3.50 |
| Rho: | 3.77 |
Quote data
| Open: | 3.3200 |
|---|---|
| High: | 3.3200 |
| Low: | 3.3200 |
| Previous Close: | 3.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.90% | ||
|---|---|---|---|
| 1 Month | -2.06% | ||
| 3 Months | -7.78% | ||
| YTD | +22.51% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.3500 | 3.2200 |
|---|---|---|
| 1M High / 1M Low: | 4.0000 | 3.0400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-10 | 4.0000 |
| Low (YTD): | 2024-01-17 | 2.2000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.2740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.4214 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 82.36% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
