HSBC WAR. CALL 12/27 SIE/ DE000HS30L93 /
| 2024-05-03 9:37:13 PM | Chg.+0.0600 | Bid9:59:09 PM | Ask9:59:09 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7200EUR | +3.61% | 1.6900 Bid Size: 20,000 |
1.7400 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 235.00 EUR | 2027-12-15 | Call |
Master data
| WKN: | HS30L9 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 235.00 EUR |
| Maturity: | 2027-12-15 |
| Issue date: | 2023-11-27 |
| Last trading day: | 2027-12-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.22 |
| Parity: | -5.74 |
| Time value: | 1.74 |
| Break-even: | 252.40 |
| Moneyness: | 0.76 |
| Premium: | 0.42 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.05 |
| Spread %: | 2.96% |
| Delta: | 0.43 |
| Theta: | -0.02 |
| Omega: | 4.39 |
| Rho: | 2.13 |
Quote data
| Open: | 1.6600 |
|---|---|
| High: | 1.7200 |
| Low: | 1.6600 |
| Previous Close: | 1.6600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.15% | ||
|---|---|---|---|
| 1 Month | +11.69% | ||
| 3 Months | +34.38% | ||
| YTD | +21.99% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.7600 | 1.6600 |
|---|---|---|
| 1M High / 1M Low: | 1.7600 | 1.5300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-03-15 | 2.1100 |
| Low (YTD): | 2024-01-17 | 1.0800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.7100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6325 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 64.63% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
