HSBC Call 5200 S&P 500 Index 17.12.2027
/ DE000HS3LMV2
HSBC Call 5200 S&P 500 Index 17.1.../ DE000HS3LMV2 /
2024-07-29 8:34:08 AM |
Chg.+0.35 |
Bid10:00:10 PM |
Ask10:00:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
11.05EUR |
+3.27% |
- Bid Size: - |
- Ask Size: - |
- |
5,200.00 - |
2027-12-17 |
Call |
Master data
WKN: |
HS3LMV |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5,200.00 - |
Maturity: |
2027-12-17 |
Issue date: |
2023-12-11 |
Last trading day: |
2027-12-16 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
5.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.78 |
Intrinsic value: |
2.59 |
Implied volatility: |
0.15 |
Historic volatility: |
0.11 |
Parity: |
2.59 |
Time value: |
8.33 |
Break-even: |
6,292.00 |
Moneyness: |
1.05 |
Premium: |
0.15 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.04 |
Spread %: |
0.37% |
Delta: |
0.77 |
Theta: |
-0.50 |
Omega: |
3.86 |
Rho: |
105.76 |
Quote data
Open: |
11.05 |
High: |
11.05 |
Low: |
11.05 |
Previous Close: |
10.70 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.82% |
1 Month |
|
|
-5.07% |
3 Months |
|
|
+16.32% |
YTD |
|
|
+58.99% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.61 |
10.70 |
1M High / 1M Low: |
12.37 |
10.70 |
6M High / 6M Low: |
12.37 |
7.50 |
High (YTD): |
2024-07-11 |
12.37 |
Low (YTD): |
2024-01-05 |
6.50 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
11.11 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
11.68 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
9.98 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
36.19% |
Volatility 6M: |
|
36.29% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |