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 |
|
|
-22.03% |
3 Months |
|
|
+6.65% |
YTD |
|
|
+49.10% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.180 |
6.570 |
1M High / 1M Low: |
8.140 |
6.570 |
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: |
|
6.828 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.409 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.260 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
70.19% |
Volatility 6M: |
|
53.12% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |