HSBC Call 4600 S&P 500 Index 17.12.2027
/ DE000HS3LMR0
HSBC Call 4600 S&P 500 Index 17.1.../ DE000HS3LMR0 /
| 7/29/2024 8:34:02 AM |
Chg.+0.40 |
Bid4:33:49 PM |
Ask4:33:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.60EUR |
+2.82% |
14.47
Bid Size: 5,000 |
14.51
Ask Size: 5,000 |
- |
4,600.00 - |
12/17/2027 |
Call |
Master data
| WKN: |
HS3LMR |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,600.00 - |
| Maturity: |
12/17/2027 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/16/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
3.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.23 |
| Intrinsic value: |
8.59 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.11 |
| Parity: |
8.59 |
| Time value: |
5.87 |
| Break-even: |
6,046.00 |
| Moneyness: |
1.19 |
| Premium: |
0.11 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
0.28% |
| Delta: |
0.91 |
| Theta: |
-0.43 |
| Omega: |
3.44 |
| Rho: |
119.61 |
Quote data
| Open: |
14.60 |
| High: |
14.60 |
| Low: |
14.60 |
| Previous Close: |
14.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.47% |
| 1 Month |
|
|
-4.39% |
| 3 Months |
|
|
+14.24% |
| YTD |
|
|
+48.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
15.20 |
14.20 |
| 1M High / 1M Low: |
16.04 |
14.20 |
| 6M High / 6M Low: |
16.04 |
10.53 |
| High (YTD): |
7/11/2024 |
16.04 |
| Low (YTD): |
1/5/2024 |
9.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
14.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
15.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
13.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
28.86% |
| Volatility 6M: |
|
29.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
