HSBC Call 6600 S&P 500 Index 17.12.2027
/ DE000HS3LN66
HSBC Call 6600 S&P 500 Index 17.1.../ DE000HS3LN66 /
| 01/08/2024 10:35:34 |
Chg.+0.060 |
Bid01/08/2024 |
Ask01/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.700EUR |
+1.29% |
4.700
Bid Size: 5,000 |
4.740
Ask Size: 5,000 |
- |
6,600.00 - |
17/12/2027 |
Call |
Master data
| WKN: |
HS3LN6 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6,600.00 - |
| Maturity: |
17/12/2027 |
| Issue date: |
11/12/2023 |
| Last trading day: |
16/12/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
11.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.11 |
| Parity: |
-10.78 |
| Time value: |
4.69 |
| Break-even: |
7,069.00 |
| Moneyness: |
0.84 |
| Premium: |
0.28 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
0.86% |
| Delta: |
0.47 |
| Theta: |
-0.45 |
| Omega: |
5.56 |
| Rho: |
72.21 |
Quote data
| Open: |
4.780 |
| High: |
4.780 |
| Low: |
4.670 |
| Previous Close: |
4.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.05% |
| 1 Month |
|
|
-1.26% |
| 3 Months |
|
|
+33.90% |
| YTD |
|
|
+110.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.640 |
4.240 |
| 1M High / 1M Low: |
5.490 |
4.240 |
| 6M High / 6M Low: |
5.490 |
2.450 |
| High (YTD): |
16/07/2024 |
5.490 |
| Low (YTD): |
05/01/2024 |
2.000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.414 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.892 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.995 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.48% |
| Volatility 6M: |
|
67.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
