HSBC WAR. CALL 12/28 SIE/ DE000HS3S5U5 /
| 2024-05-30 9:35:50 PM | Chg.-0.0300 | Bid9:58:32 PM | Ask9:58:32 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8000EUR | -1.64% | 1.7900 Bid Size: 20,000 |
1.8400 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: | 9.35 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.21 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.23 |
| Parity: | -7.43 |
| Time value: | 1.88 |
| Break-even: | 268.80 |
| Moneyness: | 0.70 |
| Premium: | 0.53 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.08 |
| Spread %: | 4.44% |
| Delta: | 0.42 |
| Theta: | -0.01 |
| Omega: | 3.95 |
| Rho: | 2.52 |
Quote data
| Open: | 1.8300 |
|---|---|
| High: | 1.8300 |
| Low: | 1.8000 |
| Previous Close: | 1.8300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.17% | ||
|---|---|---|---|
| 1 Month | -7.22% | ||
| 3 Months | -19.28% | ||
| YTD | +15.38% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9100 | 1.8300 |
|---|---|---|
| 1M High / 1M Low: | 2.3100 | 1.6900 |
| 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: | 1.8660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9552 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 88.32% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
