HSBC Call 5200 S&P 500 Index 17.1.../  DE000HS3LMV2  /

EUWAX
05/07/2024  08:37:23 Chg.+0.04 Bid22:00:11 Ask22:00:11 Underlying Strike price Expiration date Option type
11.83EUR +0.34% -
Bid Size: -
-
Ask Size: -
- 5,200.00 - 17/12/2027 Call
 

Master data

WKN: HS3LMV
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 5,200.00 -
Maturity: 17/12/2027
Issue date: 11/12/2023
Last trading day: 16/12/2027
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 4.66
Leverage: Yes

Calculated values

Fair value: 10.70
Intrinsic value: 3.67
Implied volatility: 0.15
Historic volatility: 0.11
Parity: 3.67
Time value: 8.27
Break-even: 6,394.00
Moneyness: 1.07
Premium: 0.15
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 0.34%
Delta: 0.79
Theta: -0.50
Omega: 3.70
Rho: 111.08
 

Quote data

Open: 11.83
High: 11.83
Low: 11.83
Previous Close: 11.79
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.63%
1 Month  
+13.75%
3 Months  
+23.62%
YTD  
+70.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.83 11.34
1M High / 1M Low: 11.83 10.40
6M High / 6M Low: 11.83 6.61
High (YTD): 05/07/2024 11.83
Low (YTD): 05/01/2024 6.50
52W High: - -
52W Low: - -
Avg. price 1W:   11.62
Avg. volume 1W:   0.00
Avg. price 1M:   11.29
Avg. volume 1M:   0.00
Avg. price 6M:   9.40
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   19.99%
Volatility 6M:   35.95%
Volatility 1Y:   -
Volatility 3Y:   -