HSBC Call 6200 S&P 500 Index 17.12.2027
/ DE000HS3LN33
HSBC Call 6200 S&P 500 Index 17.1.../ DE000HS3LN33 /
| 09/07/2024 08:36:08 |
Chg.+0.13 |
Bid17:23:33 |
Ask17:23:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.87EUR |
+1.93% |
6.84
Bid Size: 5,000 |
6.88
Ask Size: 5,000 |
- |
6,200.00 - |
17/12/2027 |
Call |
Master data
| WKN: |
HS3LN3 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6,200.00 - |
| Maturity: |
17/12/2027 |
| Issue date: |
11/12/2023 |
| Last trading day: |
16/12/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
8.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.97 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.11 |
| Parity: |
-6.27 |
| Time value: |
6.81 |
| Break-even: |
6,881.00 |
| Moneyness: |
0.90 |
| Premium: |
0.23 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
0.59% |
| Delta: |
0.58 |
| Theta: |
-0.50 |
| Omega: |
4.76 |
| Rho: |
88.22 |
Quote data
| Open: |
6.87 |
| High: |
6.87 |
| Low: |
6.87 |
| Previous Close: |
6.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.70% |
| 1 Month |
|
|
+21.38% |
| 3 Months |
|
|
+25.82% |
| YTD |
|
|
+112.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.74 |
6.32 |
| 1M High / 1M Low: |
6.74 |
5.78 |
| 6M High / 6M Low: |
6.74 |
2.98 |
| High (YTD): |
08/07/2024 |
6.74 |
| Low (YTD): |
05/01/2024 |
2.94 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
28.75% |
| Volatility 6M: |
|
51.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
