HSBC Call 6400 S&P 500 Index 17.12.2027
/ DE000HS3LN41
HSBC Call 6400 S&P 500 Index 17.1.../ DE000HS3LN41 /
| 16/07/2024 08:36:56 |
Chg.+0.13 |
Bid22:00:11 |
Ask22:00:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.19EUR |
+2.15% |
-
Bid Size: - |
-
Ask Size: - |
- |
6,400.00 - |
17/12/2027 |
Call |
Master data
| WKN: |
HS3LN4 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6,400.00 - |
| Maturity: |
17/12/2027 |
| Issue date: |
11/12/2023 |
| Last trading day: |
16/12/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
9.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.11 |
| Parity: |
-7.69 |
| Time value: |
6.16 |
| Break-even: |
7,016.00 |
| Moneyness: |
0.88 |
| Premium: |
0.25 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
0.65% |
| Delta: |
0.55 |
| Theta: |
-0.50 |
| Omega: |
5.03 |
| Rho: |
84.90 |
Quote data
| Open: |
6.19 |
| High: |
6.19 |
| Low: |
6.19 |
| Previous Close: |
6.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.17% |
| 1 Month |
|
|
+17.23% |
| 3 Months |
|
|
+43.62% |
| YTD |
|
|
+130.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.29 |
5.92 |
| 1M High / 1M Low: |
6.29 |
5.28 |
| 6M High / 6M Low: |
6.29 |
2.46 |
| High (YTD): |
11/07/2024 |
6.29 |
| Low (YTD): |
05/01/2024 |
2.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.76% |
| Volatility 6M: |
|
55.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
