HSBC Call 6400 S&P 500 Index 17.12.2027
/ DE000HS3LN41
HSBC Call 6400 S&P 500 Index 17.1.../ DE000HS3LN41 /
| 8/15/2024 8:34:51 AM |
Chg.+0.20 |
Bid9:42:25 PM |
Ask9:42:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.57EUR |
+4.58% |
5.09
Bid Size: 5,000 |
5.13
Ask Size: 5,000 |
- |
6,400.00 - |
12/17/2027 |
Call |
Master data
| WKN: |
HS3LN4 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6,400.00 - |
| Maturity: |
12/17/2027 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/16/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
11.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.93 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.12 |
| Parity: |
-9.45 |
| Time value: |
4.56 |
| Break-even: |
6,856.00 |
| Moneyness: |
0.85 |
| Premium: |
0.26 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
0.89% |
| Delta: |
0.49 |
| Theta: |
-0.44 |
| Omega: |
5.85 |
| Rho: |
73.91 |
Quote data
| Open: |
4.57 |
| High: |
4.57 |
| Low: |
4.57 |
| Previous Close: |
4.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.21% |
| 1 Month |
|
|
-24.59% |
| 3 Months |
|
|
-2.35% |
| YTD |
|
|
+69.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.37 |
3.65 |
| 1M High / 1M Low: |
6.19 |
3.54 |
| 6M High / 6M Low: |
6.29 |
3.53 |
| High (YTD): |
7/11/2024 |
6.29 |
| Low (YTD): |
1/5/2024 |
2.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.82% |
| Volatility 6M: |
|
73.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
