HSBC Call 5200 S&P 500 Index 17.12.2027
/ DE000HS3LMV2
HSBC Call 5200 S&P 500 Index 17.1.../ DE000HS3LMV2 /
| 18/09/2024 08:36:40 |
Chg.+0.09 |
Bid20:46:22 |
Ask20:46:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.28EUR |
+0.80% |
11.40
Bid Size: 5,000 |
11.44
Ask Size: 5,000 |
- |
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: |
5.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.04 |
| Intrinsic value: |
4.33 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.12 |
| Parity: |
4.33 |
| Time value: |
6.93 |
| Break-even: |
6,326.00 |
| Moneyness: |
1.08 |
| Premium: |
0.12 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
0.36% |
| Delta: |
0.82 |
| Theta: |
-0.48 |
| Omega: |
4.10 |
| Rho: |
113.45 |
Quote data
| Open: |
11.28 |
| High: |
11.28 |
| Low: |
11.28 |
| Previous Close: |
11.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.37% |
| 1 Month |
|
|
+2.55% |
| 3 Months |
|
|
-1.14% |
| YTD |
|
|
+62.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.19 |
10.22 |
| 1M High / 1M Low: |
11.43 |
9.86 |
| 6M High / 6M Low: |
12.37 |
8.65 |
| High (YTD): |
11/07/2024 |
12.37 |
| Low (YTD): |
05/01/2024 |
6.50 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
10.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.62% |
| Volatility 6M: |
|
48.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
