HSBC Call 6400 S&P 500 Index 17.12.2027
/ DE000HS3LN41
HSBC Call 6400 S&P 500 Index 17.1.../ DE000HS3LN41 /
16/08/2024 08:38:17 |
Chg.+0.57 |
Bid22:00:02 |
Ask22:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
5.14EUR |
+12.47% |
- 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: |
10.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.36 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.14 |
Historic volatility: |
0.12 |
Parity: |
-8.57 |
Time value: |
5.11 |
Break-even: |
6,911.00 |
Moneyness: |
0.87 |
Premium: |
0.25 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.04 |
Spread %: |
0.79% |
Delta: |
0.52 |
Theta: |
-0.47 |
Omega: |
5.59 |
Rho: |
78.22 |
Quote data
Open: |
5.14 |
High: |
5.14 |
Low: |
5.14 |
Previous Close: |
4.57 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+23.26% |
1 Month |
|
|
-16.96% |
3 Months |
|
|
+5.54% |
YTD |
|
|
+91.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.57 |
4.17 |
1M High / 1M Low: |
6.19 |
3.54 |
6M High / 6M Low: |
6.29 |
3.53 |
High (YTD): |
11/07/2024 |
6.29 |
Low (YTD): |
05/01/2024 |
2.43 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.30 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.94 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.75 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.77% |
Volatility 6M: |
|
74.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |