HSBC Call 4600 S&P 500 Index 17.12.2027
/ DE000HS3LMR0
HSBC Call 4600 S&P 500 Index 17.1.../ DE000HS3LMR0 /
| 2024-06-27 8:36:43 AM |
Chg.-0.03 |
Bid7:42:47 PM |
Ask7:42:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.06EUR |
-0.20% |
15.17
Bid Size: 5,000 |
15.21
Ask Size: 5,000 |
- |
4,600.00 - |
2027-12-17 |
Call |
Master data
| WKN: |
HS3LMR |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,600.00 - |
| Maturity: |
2027-12-17 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2027-12-16 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.54 |
| Intrinsic value: |
8.78 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.11 |
| Parity: |
8.78 |
| Time value: |
6.39 |
| Break-even: |
6,117.00 |
| Moneyness: |
1.19 |
| Premium: |
0.12 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
0.26% |
| Delta: |
0.89 |
| Theta: |
-0.45 |
| Omega: |
3.21 |
| Rho: |
116.51 |
Quote data
| Open: |
15.06 |
| High: |
15.06 |
| Low: |
15.06 |
| Previous Close: |
15.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.40% |
| 1 Month |
|
|
+9.29% |
| 3 Months |
|
|
+14.00% |
| YTD |
|
|
+53.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
15.12 |
14.88 |
| 1M High / 1M Low: |
15.12 |
13.20 |
| 6M High / 6M Low: |
15.12 |
9.31 |
| High (YTD): |
2024-06-20 |
15.12 |
| Low (YTD): |
2024-01-05 |
9.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
14.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
12.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
23.35% |
| Volatility 6M: |
|
29.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
