HSBC Call 6000 S&P 500 Index 17.12.2027
/ DE000HS3LN25
HSBC Call 6000 S&P 500 Index 17.1.../ DE000HS3LN25 /
| 8/2/2024 9:35:26 PM |
Chg.-0.800 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.770EUR |
-12.18% |
5.840
Bid Size: 5,000 |
5.880
Ask Size: 5,000 |
- |
6,000.00 - |
12/17/2027 |
Call |
Master data
| WKN: |
HS3LN2 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6,000.00 - |
| Maturity: |
12/17/2027 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/16/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
8.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.11 |
| Parity: |
-5.53 |
| Time value: |
6.64 |
| Break-even: |
6,664.00 |
| Moneyness: |
0.91 |
| Premium: |
0.22 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
0.61% |
| Delta: |
0.59 |
| Theta: |
-0.49 |
| Omega: |
4.85 |
| Rho: |
86.34 |
Quote data
| Open: |
6.420 |
| High: |
6.420 |
| Low: |
5.680 |
| Previous Close: |
6.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.15% |
| 1 Month |
|
|
-23.47% |
| 3 Months |
|
|
+2.12% |
| YTD |
|
|
+49.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.180 |
5.770 |
| 1M High / 1M Low: |
8.140 |
5.770 |
| 6M High / 6M Low: |
8.140 |
4.620 |
| High (YTD): |
7/16/2024 |
8.140 |
| Low (YTD): |
1/5/2024 |
3.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.622 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.338 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.269 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.96% |
| Volatility 6M: |
|
55.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
