HSBC Call 4600 S&P 500 Index 17.12.2027
/ DE000HS3LMR0
HSBC Call 4600 S&P 500 Index 17.1.../ DE000HS3LMR0 /
| 05/07/2024 08:37:23 |
Chg.+0.04 |
Bid22:00:11 |
Ask22:00:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.44EUR |
+0.26% |
-
Bid Size: - |
-
Ask Size: - |
- |
4,600.00 - |
17/12/2027 |
Call |
Master data
| WKN: |
HS3LMR |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,600.00 - |
| Maturity: |
17/12/2027 |
| Issue date: |
11/12/2023 |
| Last trading day: |
16/12/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
15.32 |
| Intrinsic value: |
9.67 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.11 |
| Parity: |
9.67 |
| Time value: |
5.89 |
| Break-even: |
6,156.00 |
| Moneyness: |
1.21 |
| Premium: |
0.11 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
0.26% |
| Delta: |
0.93 |
| Theta: |
-0.43 |
| Omega: |
3.31 |
| Rho: |
124.14 |
Quote data
| Open: |
15.44 |
| High: |
15.44 |
| Low: |
15.44 |
| Previous Close: |
15.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.11% |
| 1 Month |
|
|
+11.80% |
| 3 Months |
|
|
+20.25% |
| YTD |
|
|
+57.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
15.44 |
14.94 |
| 1M High / 1M Low: |
15.44 |
13.81 |
| 6M High / 6M Low: |
15.44 |
9.47 |
| High (YTD): |
05/07/2024 |
15.44 |
| Low (YTD): |
05/01/2024 |
9.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
14.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
12.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
16.57% |
| Volatility 6M: |
|
29.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
