HSBC Call 5800 S&P 500 Index 17.12.2027
/ DE000HS3LN09
HSBC Call 5800 S&P 500 Index 17.1.../ DE000HS3LN09 /
| 8/2/2024 9:35:26 PM |
Chg.-0.850 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.640EUR |
-11.35% |
6.710
Bid Size: 5,000 |
6.750
Ask Size: 5,000 |
- |
5,800.00 - |
12/17/2027 |
Call |
Master data
| WKN: |
HS3LN0 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5,800.00 - |
| Maturity: |
12/17/2027 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/16/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
7.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.11 |
| Parity: |
-3.53 |
| Time value: |
7.56 |
| Break-even: |
6,556.00 |
| Moneyness: |
0.94 |
| Premium: |
0.20 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
0.53% |
| Delta: |
0.64 |
| Theta: |
-0.50 |
| Omega: |
4.60 |
| Rho: |
91.81 |
Quote data
| Open: |
7.330 |
| High: |
7.330 |
| Low: |
6.550 |
| Previous Close: |
7.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.10% |
| 1 Month |
|
|
-21.97% |
| 3 Months |
|
|
+2.47% |
| YTD |
|
|
+45.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.140 |
6.640 |
| 1M High / 1M Low: |
9.130 |
6.640 |
| 6M High / 6M Low: |
9.130 |
5.390 |
| High (YTD): |
7/16/2024 |
9.130 |
| Low (YTD): |
1/5/2024 |
4.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.295 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.139 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.60% |
| Volatility 6M: |
|
51.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
