HSBC WAR. CALL 12/27 SIE/ DE000HS57J12 /
| 2024-05-03 9:36:48 PM | Chg.+0.0400 | Bid9:59:39 PM | Ask9:59:39 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9200EUR | +4.55% | 0.9000 Bid Size: 20,000 |
0.9500 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 290.00 EUR | 2027-12-15 | Call |
Master data
| WKN: | HS57J1 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 290.00 EUR |
| Maturity: | 2027-12-15 |
| Issue date: | 2024-03-04 |
| Last trading day: | 2027-12-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.70 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.99 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.22 |
| Parity: | -11.24 |
| Time value: | 0.95 |
| Break-even: | 299.50 |
| Moneyness: | 0.61 |
| Premium: | 0.69 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.05 |
| Spread %: | 5.56% |
| Delta: | 0.26 |
| Theta: | -0.01 |
| Omega: | 4.87 |
| Rho: | 1.33 |
Quote data
| Open: | 0.8800 |
|---|---|
| High: | 0.9200 |
| Low: | 0.8800 |
| Previous Close: | 0.8800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.08% | ||
|---|---|---|---|
| 1 Month | +16.46% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.9500 | 0.8800 |
|---|---|---|
| 1M High / 1M Low: | 0.9500 | 0.7900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8690 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 80.95% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
