HSBC WAR. CALL 12/28 SIE/ DE000HS57J38 /
| 2024-06-07 9:36:13 PM | Chg.-0.0600 | Bid9:58:47 PM | Ask9:58:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8100EUR | -6.90% | 0.7900 Bid Size: 20,000 |
0.8400 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 320.00 EUR | 2028-12-13 | Call |
Master data
| WKN: | HS57J3 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 320.00 EUR |
| Maturity: | 2028-12-13 |
| Issue date: | 2024-03-04 |
| Last trading day: | 2028-12-12 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 20.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.23 |
| Parity: | -14.56 |
| Time value: | 0.84 |
| Break-even: | 328.40 |
| Moneyness: | 0.55 |
| Premium: | 0.88 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.05 |
| Spread %: | 6.33% |
| Delta: | 0.23 |
| Theta: | -0.01 |
| Omega: | 4.70 |
| Rho: | 1.40 |
Quote data
| Open: | 0.8700 |
|---|---|
| High: | 0.8700 |
| Low: | 0.8100 |
| Previous Close: | 0.8700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.81% | ||
|---|---|---|---|
| 1 Month | -23.58% | ||
| 3 Months | -26.36% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9100 | 0.8100 |
|---|---|---|
| 1M High / 1M Low: | 1.1600 | 0.8000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9261 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 104.09% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
