HSBC WAR. CALL 12/28 SIE/ DE000HS3S5U5 /
| 2024-04-26 9:35:38 PM | Chg.+0.1500 | Bid9:58:01 PM | Ask9:58:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9800EUR | +8.20% | 1.9700 Bid Size: 20,000 |
2.0200 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 250.00 EUR | 2028-12-13 | Call |
Master data
| WKN: | HS3S5U |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 EUR |
| Maturity: | 2028-12-13 |
| Issue date: | 2023-12-18 |
| Last trading day: | 2028-12-12 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.27 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.22 |
| Parity: | -7.24 |
| Time value: | 2.02 |
| Break-even: | 270.20 |
| Moneyness: | 0.71 |
| Premium: | 0.52 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.05 |
| Spread %: | 2.54% |
| Delta: | 0.44 |
| Theta: | -0.02 |
| Omega: | 3.87 |
| Rho: | 2.69 |
Quote data
| Open: | 1.8400 |
|---|---|
| High: | 1.9800 |
| Low: | 1.8400 |
| Previous Close: | 1.8300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.61% | ||
|---|---|---|---|
| 1 Month | +1.54% | ||
| 3 Months | +30.26% | ||
| YTD | +26.92% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.9800 | 1.8300 |
|---|---|---|
| 1M High / 1M Low: | 1.9800 | 1.7600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-03-15 | 2.3300 |
| Low (YTD): | 2024-01-17 | 1.2400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8540 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 59.19% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
