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

EUWAX
30/07/2024  08:34:51 Chg.-0.14 Bid22:00:10 Ask22:00:10 Underlying Strike price Expiration date Option type
10.91EUR -1.27% -
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: 4.98
Leverage: Yes

Calculated values

Fair value: 9.83
Intrinsic value: 2.64
Implied volatility: 0.15
Historic volatility: 0.11
Parity: 2.64
Time value: 8.33
Break-even: 6,297.00
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: 3.85
Rho: 105.87
 

Quote data

Open: 10.91
High: 10.91
Low: 10.91
Previous Close: 11.05
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.03%
1 Month
  -6.27%
3 Months  
+14.84%
YTD  
+56.98%
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): 11/07/2024 12.37
Low (YTD): 05/01/2024 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:   -